-37.7%
TSLL vs HCA
-24.7%
-13.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.8% | -12.0% |
| 7D | +1.9% | -3.1% | +5.0% | +1.2% |
| 30D | +17.8% | -1.1% | +18.9% | +17.2% |
| 3M | -37.0% | +12.2% | -49.2% | -34.2% |
| 6M | -37.7% | -25.3% | -12.3% | -20.2% |
| All | -37.7% | -24.7% | -13.0% | -20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling