+43.0%
TTWO vs ETHA
-30.2%
+73.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +1.3% | -2.4% | +3.7% | +1.5% |
| 30D | -13.4% | +30.9% | -44.3% | -15.5% |
| 3M | +3.1% | +51.1% | -48.1% | -0.8% |
| 6M | +3.8% | +20.5% | -16.8% | +1.6% |
| YTD | -15.3% | -17.3% | +2.0% | -15.1% |
| 1Y | -11.1% | -43.2% | +32.1% | -9.0% |
| All | +43.0% | -30.2% | +73.2% | +41.8% |
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 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