-17.2%
TTWO vs ETHA
-31.0%
+13.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.7% | +1.4% | +6.6% |
| 7D | +7.0% | +2.1% | +4.8% | +6.7% |
| 30D | +2.7% | -10.7% | +13.4% | +3.6% |
| 3M | -13.0% | +29.0% | -42.0% | -15.6% |
| 6M | -7.2% | +2.7% | -9.9% | -8.2% |
| YTD | -18.4% | -18.7% | +0.2% | -20.2% |
| 1Y | -17.2% | -24.8% | +7.6% | -19.1% |
| All | -17.2% | -31.0% | +13.7% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling