-23.4%
TSLL vs HAS
+20.3%
-43.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.3% | -11.7% |
| 7D | +1.9% | -1.8% | +3.7% | +2.5% |
| 30D | +17.8% | +2.3% | +15.5% | +17.0% |
| 3M | -37.0% | +10.4% | -47.4% | -39.0% |
| 6M | -37.7% | -3.2% | -34.4% | -38.0% |
| YTD | -51.4% | +15.4% | -66.8% | -54.8% |
| 1Y | -23.4% | +18.8% | -42.2% | -35.5% |
| All | -23.4% | +20.3% | -43.7% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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