-56.8%
TSLL vs HBM
+425.8%
-482.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +7.7% |
| 7D | -21.2% | -3.6% | -17.6% | -18.9% |
| 30D | -13.3% | -19.2% | +5.9% | -1.6% |
| 3M | +15.4% | -20.5% | +35.9% | +31.8% |
| 6M | -34.2% | -12.8% | -21.4% | -28.3% |
| YTD | -52.9% | +5.4% | -58.3% | -55.6% |
| 1Y | -54.3% | +33.0% | -87.3% | -62.1% |
| 3Y | -18.4% | +357.3% | -375.7% | -61.9% |
| All | -56.8% | +425.8% | -482.7% | -80.8% |
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