-16.7%
TSLL vs ETHA
-44.8%
+28.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -1.2% |
| 7D | +17.8% | -12.5% | +30.4% | +29.5% |
| 30D | +8.2% | -19.8% | +28.0% | +27.5% |
| 3M | +20.9% | +3.1% | +17.7% | +16.2% |
| 6M | -37.5% | -13.8% | -23.7% | -31.3% |
| YTD | -44.5% | -34.6% | -9.9% | -27.7% |
| 1Y | -33.0% | -38.7% | +5.7% | -10.8% |
| All | -16.7% | -44.8% | +28.1% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling