+158.5%
TSM vs ETHA
-30.2%
+188.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +2.6% | -2.4% | +5.1% | +3.2% |
| 30D | +1.4% | +30.9% | -29.5% | -4.7% |
| 3M | +5.0% | +51.1% | -46.2% | -4.7% |
| 6M | +24.0% | +20.5% | +3.4% | +18.0% |
| YTD | +41.6% | -17.3% | +58.8% | +44.1% |
| 1Y | +66.2% | -43.2% | +109.4% | +81.3% |
| All | +158.5% | -30.2% | +188.7% | +151.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling