Summary
TSL
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 7.40% Volatility 68.57% Sharpe 0.30
Official loaded data — not a live quote.

GRANITESHARES 1.25X LONG TSLA DAILY ETF

Symbol: TSL

Exchange: NASDAQ

Sector: Consumer_Cyclical

Category: Trading--Leveraged Equity

Inception date: 08/08/2022

Latest date: 31/08/2026

Current price: $13.92

Expense ratio: 1.15%

Assets under management
$8.6M
7.40% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

17.56%

Ann. -79.86% (Sharpe / Sortino numerator)

Volatility

52.59%

Sharpe ratio

-1.587

VaR 95%

-4.52%

CVaR 95%: -5.87%
Max drawdown: -16.03%
Sortino ratio: -2.914
Calmar ratio: -4.98

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-15.95%

Ann. -65.10% (Sharpe / Sortino numerator)

Volatility

47.00%

Sharpe ratio

-1.462

VaR 95%

-4.89%

CVaR 95%: -5.70%
Max drawdown: -26.82%
Sortino ratio: -2.315
Calmar ratio: -2.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-13.92%

Ann. -41.98% (Sharpe / Sortino numerator)

Volatility

52.68%

Sharpe ratio

-0.866

VaR 95%

-5.63%

CVaR 95%: -6.66%
Max drawdown: -34.05%
Sortino ratio: -1.411
Calmar ratio: -1.23

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.40%

Ann. 24.29% (Sharpe / Sortino numerator)

Volatility

68.57%

Sharpe ratio

0.301

VaR 95%

-6.51%

CVaR 95%: -9.19%
Max drawdown: -34.05%
Sortino ratio: 0.449
Calmar ratio: 0.71

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

67.50%

Ann. 47.05% (Sharpe / Sortino numerator)

Volatility

77.09%

Sharpe ratio

0.563

VaR 95%

-7.02%

CVaR 95%: -10.13%
Max drawdown: -63.30%
Sortino ratio: 0.879
Calmar ratio: 0.74

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

24.15%

Ann. 13.62% (Sharpe / Sortino numerator)

Volatility

71.95%

Sharpe ratio

0.139

VaR 95%

-6.66%

CVaR 95%: -9.94%
Max drawdown: -63.30%
Sortino ratio: 0.209
Calmar ratio: 0.22

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.097%

Best day

10.493%

29/06/2026
Worst day

-18.555%

23/07/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $12.96 $13.95 $12.96 $13.92 801,300
28/08/2026 $13.39 $13.48 $12.86 $13.02 227,900
27/08/2026 $12.88 $13.35 $12.87 $13.30 430,800
26/08/2026 $12.84 $13.18 $12.74 $12.89 354,900
25/08/2026 $13.07 $13.41 $13.06 $13.10 338,300
24/08/2026 $13.69 $13.70 $13.01 $13.04 417,300
21/08/2026 $13.07 $13.86 $12.99 $13.71 718,200
20/08/2026 $12.93 $12.97 $12.60 $12.87 387,500
19/08/2026 $12.56 $13.18 $12.44 $13.16 508,400
18/08/2026 $12.30 $12.66 $12.25 $12.49 306,200