-60.9%
TSLL vs HAS
+62.3%
-123.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.7% | -20.2% | -21.5% |
| 7D | -28.9% | 0.0% | -28.9% | -28.8% |
| 30D | -21.4% | +31.3% | -52.8% | -25.2% |
| 3M | +5.0% | +32.1% | -27.1% | -0.2% |
| 6M | -36.6% | +28.1% | -64.7% | -40.6% |
| YTD | -56.6% | +49.1% | -105.7% | -59.0% |
| 1Y | -60.9% | +60.5% | -121.4% | -65.5% |
| All | -60.9% | +62.3% | -123.1% | -65.5% |
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