-35.3%
TSLL vs HDB
-24.6%
-10.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.6% |
| 7D | +1.9% | +0.4% | +1.5% | +1.5% |
| 30D | +17.8% | -2.8% | +20.6% | +19.6% |
| 3M | -37.0% | -3.5% | -33.5% | -35.4% |
| 6M | -37.7% | -24.7% | -13.0% | -26.0% |
| YTD | -51.4% | -36.6% | -14.8% | -36.2% |
| 1Y | -23.4% | -34.4% | +11.0% | -2.3% |
| All | -35.3% | -24.6% | -10.8% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling