-3.3%
TSLL vs HDB
-7.2%
+4.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.7% | +8.2% | +9.6% |
| 7D | -14.3% | +13.7% | -28.0% | -19.8% |
| 30D | -6.2% | +15.8% | -22.0% | -13.6% |
| 3M | +21.2% | +9.2% | +12.0% | +14.7% |
| 6M | -36.6% | +3.2% | -39.7% | -37.8% |
| YTD | -47.8% | -29.4% | -18.4% | -36.7% |
| 1Y | -45.2% | -27.9% | -17.3% | -34.6% |
| 3Y | -3.3% | -5.9% | +2.6% | -4.7% |
| All | -3.3% | -7.2% | +4.0% | -4.7% |
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