-27.0%
TSLL vs ETHA
-30.3%
+3.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.6% | -9.2% | -9.8% |
| 7D | +1.9% | +0.8% | +1.1% | +1.9% |
| 30D | +17.8% | +27.9% | -10.1% | -2.7% |
| 3M | -37.0% | +38.3% | -75.3% | -50.8% |
| 6M | -37.7% | +14.0% | -51.6% | -44.0% |
| YTD | -51.4% | -17.4% | -33.9% | -46.3% |
| 1Y | -23.4% | -42.7% | +19.3% | +11.0% |
| All | -27.0% | -30.3% | +3.3% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling