+403.9%
TSEM vs ETHA
-30.2%
+434.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | +0.9% | -2.4% | +3.3% | +1.5% |
| 30D | -16.6% | +30.9% | -47.5% | -22.7% |
| 3M | -10.9% | +51.1% | -62.0% | -20.6% |
| 6M | +78.0% | +20.5% | +57.5% | +67.8% |
| YTD | +77.2% | -17.3% | +94.5% | +80.3% |
| 1Y | +207.6% | -43.2% | +250.8% | +236.9% |
| All | +403.9% | -30.2% | +434.1% | +383.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling