+478.9%
TTMI vs ETHA
-27.9%
+506.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.1% | +2.4% |
| 7D | +0.7% | +3.5% | -2.8% | -0.3% |
| 30D | -8.4% | +35.3% | -43.8% | -16.8% |
| 3M | -32.5% | +50.9% | -83.3% | -40.9% |
| 6M | +32.5% | +22.1% | +10.4% | +23.4% |
| YTD | +83.2% | -14.6% | +97.8% | +86.1% |
| 1Y | +161.7% | -42.8% | +204.5% | +190.7% |
| All | +478.9% | -27.9% | +506.9% | +445.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling