-27.0%
ETHA vs TSLQ
-95.0%
+68.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.0% |
| 7D | +3.5% | -6.6% | +10.1% | +1.7% |
| 30D | +35.3% | -24.3% | +59.6% | +27.6% |
| 3M | +50.9% | -3.6% | +54.5% | +55.8% |
| 6M | +22.1% | -12.0% | +34.1% | +27.8% |
| YTD | -14.6% | +1.4% | -16.0% | -5.2% |
| 1Y | -42.8% | -43.6% | +0.8% | -42.6% |
| All | -27.0% | -95.0% | +68.0% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling