-52.1%
TSLL vs HL
+236.2%
-288.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.5% | +6.4% | +9.6% |
| 7D | -14.3% | +13.8% | -28.1% | -17.5% |
| 30D | -6.2% | -9.7% | +3.6% | -3.5% |
| 3M | +21.2% | -8.5% | +29.7% | +23.9% |
| 6M | -36.6% | -17.2% | -19.4% | -33.5% |
| YTD | -47.8% | -19.6% | -28.1% | -45.7% |
| 1Y | -45.2% | +11.1% | -56.4% | -47.3% |
| 3Y | -3.3% | +299.7% | -303.0% | -34.6% |
| All | -52.1% | +236.2% | -288.3% | -67.4% |
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