-63.4%
TTD vs ETHA
-43.4%
-20.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.7% |
| 7D | +21.3% | -12.5% | +33.8% | +22.8% |
| 30D | +28.7% | -19.8% | +48.5% | +31.6% |
| 3M | +7.7% | +3.1% | +4.6% | +6.6% |
| 6M | -23.5% | -13.8% | -9.7% | -23.2% |
| YTD | -58.7% | -34.6% | -24.1% | -57.5% |
| 1Y | -63.4% | -38.7% | -24.7% | -62.3% |
| All | -63.4% | -43.4% | -20.0% | -62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling