-48.9%
TSLL vs HL
+208.0%
-256.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.1% |
| 7D | +0.5% | -5.6% | +6.0% | +2.4% |
| 30D | +2.7% | -16.2% | +18.8% | +7.6% |
| 3M | +26.3% | -20.5% | +46.8% | +34.1% |
| 6M | -37.2% | -31.7% | -5.5% | -30.8% |
| YTD | -44.2% | -26.4% | -17.9% | -40.7% |
| 1Y | -44.0% | -4.3% | -39.6% | -44.1% |
| 3Y | 0.0% | +276.9% | -276.8% | -31.1% |
| All | -48.9% | +208.0% | -256.9% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling