-51.9%
TSLL vs HCA
+97.2%
-149.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.7% | +8.6% | +8.0% |
| 7D | +5.8% | -2.8% | +8.6% | +6.2% |
| 30D | +21.7% | -2.7% | +24.4% | +22.1% |
| 3M | -28.2% | +11.5% | -39.7% | -29.5% |
| 6M | -29.5% | -24.3% | -5.2% | -25.8% |
| YTD | -47.5% | -13.6% | -34.0% | -46.4% |
| 1Y | -20.8% | -3.2% | -17.6% | -21.8% |
| 3Y | -26.7% | +50.4% | -77.1% | -43.9% |
| All | -51.9% | +97.2% | -149.1% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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