-6.4%
TSLL vs HBM
+424.8%
-431.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.0% |
| 7D | +17.8% | +2.2% | +15.6% | +16.1% |
| 30D | +8.2% | -11.8% | +20.0% | +18.8% |
| 3M | +20.9% | -19.2% | +40.1% | +40.5% |
| 6M | -37.5% | -22.9% | -14.6% | -25.6% |
| YTD | -44.5% | +7.8% | -52.3% | -50.8% |
| 1Y | -33.0% | +34.9% | -67.9% | -49.8% |
| 3Y | -6.4% | +422.2% | -428.6% | -72.6% |
| All | -6.4% | +424.8% | -431.1% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling