-60.3%
TSLL vs HDB
-17.9%
-42.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.5% | -23.4% | -22.8% |
| 7D | -28.9% | +13.3% | -42.2% | -34.4% |
| 30D | -21.4% | +10.2% | -31.6% | -26.8% |
| 3M | +5.0% | +3.6% | +1.4% | +1.0% |
| 6M | -36.6% | -0.5% | -36.0% | -37.4% |
| YTD | -56.6% | -32.4% | -24.2% | -44.8% |
| 1Y | -60.9% | -31.1% | -29.8% | -51.0% |
| 3Y | -25.2% | -12.6% | -12.6% | -24.9% |
| All | -60.3% | -17.9% | -42.4% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling