-86.1%
TTD vs ETHA
-29.6%
-56.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.1% |
| 7D | +1.7% | +2.7% | -0.9% | +1.2% |
| 30D | +1.6% | +29.4% | -27.8% | -4.1% |
| 3M | -27.8% | +47.2% | -75.0% | -34.1% |
| 6M | -52.1% | +25.4% | -77.5% | -55.0% |
| YTD | -63.1% | -16.5% | -46.5% | -62.3% |
| 1Y | -73.1% | -42.3% | -30.7% | -70.4% |
| All | -86.1% | -29.6% | -56.5% | -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 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