-47.2%
TSLL vs HBM
+443.7%
-490.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.8% | +4.2% |
| 7D | +33.0% | +5.1% | +27.9% | +29.5% |
| 30D | +7.7% | -15.8% | +23.5% | +19.4% |
| 3M | +34.7% | -22.4% | +57.1% | +55.9% |
| 6M | -31.5% | -20.2% | -11.3% | -21.8% |
| YTD | -42.4% | +9.0% | -51.4% | -46.7% |
| 1Y | -39.7% | +27.4% | -67.0% | -48.7% |
| 3Y | +3.4% | +424.2% | -420.9% | -54.1% |
| All | -47.2% | +443.7% | -490.9% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling