-46.0%
TSLL vs ETHA
-31.0%
-15.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.7% | -12.0% | -9.4% |
| 7D | -9.4% | +2.1% | -11.6% | -10.8% |
| 30D | +1.6% | -10.7% | +12.3% | +7.6% |
| 3M | +29.4% | +29.0% | +0.5% | +11.8% |
| 6M | -20.1% | +2.7% | -22.8% | -23.2% |
| YTD | -44.5% | -18.7% | -25.9% | -43.3% |
| 1Y | -46.0% | -24.8% | -21.2% | -43.2% |
| All | -46.0% | -31.0% | -15.0% | -43.2% |
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