-5.9%
TSLL vs HL
+274.9%
-280.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.2% |
| 7D | +0.5% | -5.6% | +6.0% | +2.6% |
| 30D | +2.7% | -16.2% | +18.8% | +8.2% |
| 3M | +26.3% | -20.5% | +46.8% | +35.0% |
| 6M | -37.2% | -31.7% | -5.5% | -30.3% |
| YTD | -44.2% | -26.4% | -17.9% | -40.4% |
| 1Y | -44.0% | -4.3% | -39.6% | -44.2% |
| All | -5.9% | +274.9% | -280.8% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling