-48.9%
TSLL vs ETHA
-41.3%
-7.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -4.5% | +15.4% | +13.4% |
| 7D | -14.3% | -5.3% | -9.0% | -11.4% |
| 30D | -6.2% | -14.2% | +8.0% | +2.3% |
| 3M | +21.2% | +10.7% | +10.5% | +14.7% |
| 6M | -36.6% | -8.4% | -28.2% | -34.6% |
| YTD | -47.8% | -28.6% | -19.2% | -42.8% |
| All | -48.9% | -41.3% | -7.6% | -39.3% |
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