+220.4%
TSEM vs ETHA
-42.6%
+263.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.6% | +0.7% |
| 7D | -4.9% | +3.5% | -8.3% | -5.8% |
| 30D | -18.7% | +35.3% | -54.1% | -26.7% |
| 3M | -18.1% | +50.9% | -69.0% | -29.1% |
| 6M | +77.1% | +22.1% | +55.0% | +64.1% |
| YTD | +80.1% | -14.6% | +94.7% | +82.7% |
| 1Y | +220.4% | -42.8% | +263.2% | +257.2% |
| All | +220.4% | -42.6% | +263.0% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ETHA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling