+432.4%
TSEM vs ETHA
-29.6%
+462.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | +10.4% | +2.7% | +7.7% | +9.6% |
| 30D | -12.9% | +29.4% | -42.3% | -19.0% |
| 3M | -9.2% | +47.2% | -56.4% | -18.5% |
| 6M | +98.8% | +25.4% | +73.4% | +85.6% |
| YTD | +87.2% | -16.5% | +103.7% | +90.1% |
| 1Y | +239.0% | -42.3% | +281.3% | +270.0% |
| All | +432.4% | -29.6% | +462.0% | +409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling