-20.8%
TSLL vs ETHA
-43.0%
+22.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.1% | +6.8% | +7.2% |
| 7D | +5.8% | +2.7% | +3.1% | +4.5% |
| 30D | +21.7% | +29.4% | -7.7% | +4.6% |
| 3M | -28.2% | +47.2% | -75.4% | -42.7% |
| 6M | -29.5% | +25.4% | -54.8% | -37.8% |
| YTD | -47.5% | -16.5% | -31.0% | -44.0% |
| 1Y | -20.8% | -42.3% | +21.5% | +14.2% |
| All | -20.8% | -43.0% | +22.2% | +14.2% |
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