+5.0%
TSLL vs HAS
+31.0%
-26.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.7% | -20.2% | -21.6% |
| 7D | -28.9% | 0.0% | -28.9% | -28.5% |
| 30D | -21.4% | +31.3% | -52.8% | -20.4% |
| 3M | +5.0% | +32.1% | -27.1% | +6.7% |
| All | +5.0% | +31.0% | -26.0% | +6.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling