+31.7%
TT vs ETHA
-29.6%
+61.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +1.6% | +2.7% | -1.1% | +1.3% |
| 30D | -7.3% | +29.4% | -36.7% | -9.8% |
| 3M | -2.6% | +47.2% | -49.8% | -6.6% |
| 6M | +5.9% | +25.4% | -19.5% | +3.0% |
| YTD | +15.4% | -16.5% | +31.9% | +15.9% |
| 1Y | +8.2% | -42.3% | +50.6% | +12.3% |
| All | +31.7% | -29.6% | +61.3% | +27.9% |
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 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