+141.5%
TSM vs ETHA
-44.8%
+186.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.7% | -0.9% |
| 7D | +6.2% | -12.5% | +18.7% | +9.3% |
| 30D | -7.3% | -19.8% | +12.5% | -2.6% |
| 3M | -7.1% | +3.1% | -10.2% | -8.0% |
| 6M | +0.2% | -13.8% | +14.0% | +2.7% |
| YTD | +32.2% | -34.6% | +66.8% | +41.7% |
| 1Y | +42.8% | -38.7% | +81.5% | +54.5% |
| All | +141.5% | -44.8% | +186.3% | +147.8% |
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