-85.7%
TTD vs ETHA
-30.3%
-55.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.7% | -3.8% |
| 7D | +6.3% | +0.8% | +5.5% | +6.2% |
| 30D | -23.9% | +27.9% | -51.8% | -28.0% |
| 3M | -31.4% | +38.3% | -69.7% | -36.5% |
| 6M | -42.7% | +14.0% | -56.6% | -45.1% |
| YTD | -62.0% | -17.4% | -44.6% | -61.1% |
| 1Y | -72.2% | -42.7% | -29.5% | -69.4% |
| All | -85.7% | -30.3% | -55.3% | -87.2% |
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