+84.4%
TSM vs ETHA
-44.4%
+128.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +3.4% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | +3.6% | +27.9% | -24.3% | -2.4% |
| 3M | -3.4% | +38.3% | -41.7% | -10.9% |
| 6M | +20.6% | +14.0% | +6.6% | +15.9% |
| YTD | +41.9% | -17.4% | +59.3% | +45.0% |
| 1Y | +84.4% | -42.7% | +127.0% | +110.1% |
| All | +84.4% | -44.4% | +128.7% | +110.1% |
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 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