+25.5%
TT vs ETHA
-41.0%
+66.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.8% |
| 7D | +3.5% | -14.0% | +17.5% | +5.1% |
| 30D | -11.0% | -17.4% | +6.3% | -9.3% |
| 3M | -12.0% | +10.6% | -22.6% | -13.1% |
| 6M | -10.4% | -11.2% | +0.8% | -9.7% |
| YTD | +9.9% | -30.1% | +40.0% | +12.3% |
| 1Y | +1.5% | -39.6% | +41.1% | +5.1% |
| All | +25.5% | -41.0% | +66.5% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling