-49.1%
TSLL vs HCA
+145.2%
-194.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.7% |
| 7D | +17.8% | +0.8% | +17.0% | +17.8% |
| 30D | +8.2% | +6.1% | +2.2% | +7.6% |
| 3M | +20.9% | +21.4% | -0.6% | +17.9% |
| 6M | -37.5% | +17.2% | -54.7% | -38.5% |
| YTD | -44.5% | +7.5% | -52.0% | -44.8% |
| 1Y | -33.0% | +6.2% | -39.1% | -33.3% |
| 3Y | -6.4% | +122.0% | -128.4% | -37.6% |
| All | -49.1% | +145.2% | -194.4% | -67.1% |
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