-56.8%
TSLL vs HCA
+143.2%
-200.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.5% | +11.1% | +8.9% |
| 7D | -21.2% | +4.6% | -25.8% | -21.6% |
| 30D | -13.3% | +12.7% | -26.0% | -14.6% |
| 3M | +15.4% | +21.3% | -5.9% | +12.6% |
| 6M | -34.2% | +15.7% | -49.9% | -35.2% |
| YTD | -52.9% | +6.6% | -59.5% | -53.1% |
| 1Y | -54.3% | +5.7% | -60.1% | -54.7% |
| 3Y | -18.4% | +119.2% | -137.6% | -45.4% |
| All | -56.8% | +143.2% | -200.1% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling