-49.1%
TSLL vs HAS
+83.3%
-132.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.3% |
| 7D | +17.8% | +1.4% | +16.5% | +17.0% |
| 30D | +8.2% | +26.3% | -18.0% | -5.7% |
| 3M | +20.9% | +25.6% | -4.7% | +5.2% |
| 6M | -37.5% | +30.3% | -67.8% | -47.3% |
| YTD | -44.5% | +50.4% | -94.9% | -58.0% |
| 1Y | -33.0% | +57.7% | -90.7% | -51.1% |
| 3Y | -6.4% | +213.4% | -219.7% | -56.8% |
| All | -49.1% | +83.3% | -132.5% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling