+460.2%
TTMI vs ETHA
-30.2%
+490.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +6.0% | -2.4% | +8.4% | +6.7% |
| 30D | -6.4% | +30.9% | -37.3% | -14.2% |
| 3M | -28.9% | +51.1% | -80.1% | -37.9% |
| 6M | +26.9% | +20.5% | +6.3% | +18.6% |
| YTD | +77.3% | -17.3% | +94.6% | +81.7% |
| 1Y | +147.5% | -43.2% | +190.7% | +175.7% |
| All | +460.2% | -30.2% | +490.4% | +432.9% |
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