-86.2%
TTD vs ETHA
-30.2%
-56.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -7.4% | -2.4% | -5.0% | -6.9% |
| 30D | +3.0% | +30.9% | -27.9% | -3.0% |
| 3M | -27.6% | +51.1% | -78.7% | -34.2% |
| 6M | -49.5% | +20.5% | -70.0% | -52.1% |
| YTD | -63.2% | -17.3% | -45.9% | -62.4% |
| 1Y | -69.7% | -43.2% | -26.5% | -66.6% |
| All | -86.2% | -30.2% | -56.0% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling