-51.7%
TSLL vs HAS
+85.3%
-136.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -11.0% | +3.3% | -14.3% | -12.5% |
| 30D | -5.3% | +30.5% | -35.8% | -19.1% |
| 3M | +20.8% | +29.9% | -9.1% | +3.1% |
| 6M | -36.0% | +26.5% | -62.5% | -45.1% |
| YTD | -47.3% | +51.9% | -99.2% | -60.3% |
| 1Y | -48.4% | +60.9% | -109.3% | -62.9% |
| 3Y | -5.4% | +215.0% | -220.4% | -56.5% |
| All | -51.7% | +85.3% | -136.9% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling