-42.8%
ETHA vs TSLQ
-49.6%
+6.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +2.9% |
| 7D | +3.5% | -6.6% | +10.1% | +1.6% |
| 30D | +35.3% | -24.3% | +59.6% | +26.9% |
| 3M | +50.9% | -3.6% | +54.5% | +56.2% |
| 6M | +22.1% | -12.0% | +34.1% | +28.6% |
| YTD | -14.6% | +1.4% | -16.0% | -3.9% |
| 1Y | -42.8% | -43.6% | +0.8% | -41.9% |
| All | -42.8% | -49.6% | +6.8% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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