+163.0%
TSM vs ETHA
-30.1%
+193.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +4.8% | +2.9% | +1.8% | +4.1% |
| 30D | +4.0% | +31.4% | -27.4% | -2.3% |
| 3M | +2.0% | +48.9% | -46.9% | -7.1% |
| 6M | +25.5% | +20.9% | +4.6% | +19.4% |
| YTD | +44.0% | -17.2% | +61.2% | +46.5% |
| 1Y | +75.4% | -42.8% | +118.2% | +91.1% |
| All | +163.0% | -30.1% | +193.1% | +156.2% |
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