-52.1%
TSLL vs HCA
+148.1%
-200.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +10.7% |
| 7D | -14.3% | +7.9% | -22.3% | -14.9% |
| 30D | -6.2% | +11.9% | -18.1% | -7.4% |
| 3M | +21.2% | +22.4% | -1.2% | +18.2% |
| 6M | -36.6% | +16.5% | -53.0% | -37.5% |
| YTD | -47.8% | +8.7% | -56.5% | -48.1% |
| 1Y | -45.2% | +6.7% | -51.9% | -45.5% |
| 3Y | -3.3% | +127.0% | -130.3% | -36.1% |
| All | -52.1% | +148.1% | -200.2% | -69.0% |
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