-52.0%
TSLL vs HBM
+624.8%
-676.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +5.1% | +5.5% | -0.4% | +2.3% |
| 30D | +20.0% | +3.3% | +16.7% | +17.9% |
| 3M | -23.8% | +12.7% | -36.4% | -28.1% |
| 6M | -30.3% | +28.2% | -58.5% | -39.2% |
| YTD | -47.7% | +45.3% | -93.0% | -58.9% |
| 1Y | -21.2% | +121.7% | -142.9% | -50.8% |
| 3Y | -26.9% | +523.5% | -550.4% | -71.5% |
| All | -52.0% | +624.8% | -676.8% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling