-46.0%
TSLL vs HL
+22.6%
-68.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +13.2% | -19.5% | -11.4% |
| 7D | -9.4% | +0.2% | -9.6% | -10.0% |
| 30D | +1.6% | -12.1% | +13.7% | +6.4% |
| 3M | +29.4% | -2.8% | +32.2% | +29.4% |
| 6M | -20.1% | -14.9% | -5.2% | -16.0% |
| YTD | -44.5% | -22.0% | -22.5% | -40.8% |
| 1Y | -46.0% | +25.0% | -71.0% | -51.8% |
| All | -46.0% | +22.6% | -68.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling