-23.4%
TSLL vs HBM
+123.0%
-146.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -10.9% | -11.3% |
| 7D | +1.9% | -6.4% | +8.2% | +5.9% |
| 30D | +17.8% | +5.9% | +11.9% | +13.8% |
| 3M | -37.0% | -8.9% | -28.1% | -34.2% |
| 6M | -37.7% | +10.7% | -48.3% | -42.1% |
| YTD | -51.4% | +38.3% | -89.6% | -62.8% |
| 1Y | -23.4% | +121.3% | -144.7% | -56.4% |
| All | -23.4% | +123.0% | -146.3% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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