-48.9%
TSLL vs HDB
-13.5%
-35.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | +0.5% | +6.9% | -6.5% | -3.4% |
| 30D | +2.7% | +15.2% | -12.6% | -6.6% |
| 3M | +26.3% | +11.7% | +14.5% | +16.2% |
| 6M | -37.2% | +7.5% | -44.7% | -40.6% |
| YTD | -44.2% | -28.8% | -15.4% | -31.0% |
| 1Y | -44.0% | -29.1% | -14.9% | -30.6% |
| 3Y | 0.0% | -7.0% | +7.0% | -3.2% |
| All | -48.9% | -13.5% | -35.4% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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