-60.3%
TSLL vs HAS
+81.8%
-142.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.7% | -20.2% | -20.9% |
| 7D | -28.9% | 0.0% | -28.9% | -28.8% |
| 30D | -21.4% | +31.3% | -52.8% | -33.2% |
| 3M | +5.0% | +32.1% | -27.1% | -11.4% |
| 6M | -36.6% | +28.1% | -64.7% | -46.1% |
| YTD | -56.6% | +49.1% | -105.7% | -67.1% |
| 1Y | -60.9% | +60.5% | -121.4% | -71.8% |
| 3Y | -25.2% | +183.9% | -209.1% | -63.4% |
| All | -60.3% | +81.8% | -142.1% | -72.6% |
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