-29.3%
TSLL vs ETHA
-36.9%
+7.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.9% | +9.5% | +9.3% |
| 7D | -21.2% | -0.2% | -21.0% | -20.7% |
| 30D | -13.3% | -13.4% | +0.1% | -3.1% |
| 3M | +15.4% | +16.5% | -1.1% | +1.8% |
| 6M | -34.2% | -5.3% | -28.9% | -32.2% |
| YTD | -52.9% | -25.2% | -27.7% | -44.2% |
| 1Y | -54.3% | -32.9% | -21.4% | -42.6% |
| All | -29.3% | -36.9% | +7.6% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling