-47.2%
TSLL vs HDB
-14.5%
-32.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +4.1% |
| 7D | +33.0% | +4.1% | +28.9% | +30.1% |
| 30D | +7.7% | +13.0% | -5.3% | -0.8% |
| 3M | +34.7% | +11.3% | +23.5% | +24.2% |
| 6M | -31.5% | +6.9% | -38.5% | -35.1% |
| YTD | -42.4% | -29.6% | -12.7% | -28.2% |
| 1Y | -39.7% | -29.5% | -10.2% | -25.1% |
| 3Y | +3.4% | -8.1% | +11.5% | +0.7% |
| All | -47.2% | -14.5% | -32.7% | -50.6% |
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