-55.4%
TSLL vs HD
+16.1%
-71.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.8% | -12.9% |
| 7D | +1.9% | -2.1% | +3.9% | +4.1% |
| 30D | +17.8% | -8.4% | +26.2% | +29.4% |
| 3M | -37.0% | +4.3% | -41.4% | -40.6% |
| 6M | -37.7% | -11.1% | -26.5% | -29.5% |
| YTD | -51.4% | -4.7% | -46.7% | -49.7% |
| 1Y | -23.4% | -19.8% | -3.6% | -3.2% |
| 3Y | -30.8% | +4.1% | -34.9% | -32.9% |
| All | -55.4% | +16.1% | -71.5% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 all: compounded portfolio wealth divided by compounded HD 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…
all analysis · Full analysis span regression · 6 months rolling