+42.8%
TSM vs ETHA
-43.4%
+86.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.7% | -0.9% |
| 7D | +6.2% | -12.5% | +18.7% | +9.5% |
| 30D | -7.3% | -19.8% | +12.5% | -2.2% |
| 3M | -7.1% | +3.1% | -10.2% | -7.7% |
| 6M | +0.2% | -13.8% | +14.0% | +2.9% |
| YTD | +32.2% | -34.6% | +66.8% | +41.7% |
| 1Y | +42.8% | -38.7% | +81.5% | +54.5% |
| All | +42.8% | -43.4% | +86.2% | +54.5% |
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