Summary
TSL
Prices · period metrics · 12M
NAV as of 19/10/2026
02/04/2025 → 02/04/2026
Return -26.58% 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: 19/10/2026

Current price: $13.82

Expense ratio: 1.15%

Assets under management
$10.7M
3.60% 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

-2.75%

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

-2.38%

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

-10.90%

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

-26.58%

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

59.95%

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

42.88%

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: 20/10/2025 - 19/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.06%

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
19/10/2026 $13.34 $13.87 $13.28 $13.82 219,000
16/10/2026 $13.92 $13.92 $12.97 $13.18 404,000
15/10/2026 $13.32 $13.61 $13.25 $13.58 140,100
14/10/2026 $13.87 $13.88 $13.64 $13.80 181,200
13/10/2026 $14.02 $14.24 $14.02 $14.16 104,200
12/10/2026 $14.44 $14.50 $14.27 $14.31 111,500
09/10/2026 $14.46 $14.79 $14.43 $14.51 157,600
08/10/2026 $14.10 $14.19 $13.85 $14.16 241,700
07/10/2026 $14.35 $14.51 $14.15 $14.30 247,900
06/10/2026 $14.42 $14.49 $14.37 $14.43 147,100