-84.5%
TTD vs ETHA
-44.8%
-39.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +2.0% |
| 7D | +21.3% | -12.5% | +33.8% | +24.4% |
| 30D | +28.7% | -19.8% | +48.5% | +34.3% |
| 3M | +7.7% | +3.1% | +4.6% | +5.9% |
| 6M | -23.5% | -13.8% | -9.7% | -22.3% |
| YTD | -58.7% | -34.6% | -24.1% | -56.0% |
| 1Y | -63.4% | -38.7% | -24.7% | -60.7% |
| All | -84.5% | -44.8% | -39.6% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling