-29.2%
ETHA vs TSLQ
-95.0%
+65.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.9% | -8.0% | +10.9% | +1.3% |
| 30D | +31.4% | -23.8% | +55.2% | +24.1% |
| 3M | +48.9% | -7.0% | +55.9% | +52.7% |
| 6M | +20.9% | -17.1% | +38.0% | +24.5% |
| YTD | -17.2% | +0.1% | -17.2% | -8.4% |
| 1Y | -42.8% | -51.2% | +8.4% | -44.5% |
| All | -29.2% | -95.0% | +65.8% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling