-18.4%
TSLL vs HL
+246.8%
-265.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +8.0% |
| 7D | -21.2% | +8.9% | -30.2% | -23.5% |
| 30D | -13.3% | -10.1% | -3.2% | -10.6% |
| 3M | +15.4% | -7.0% | +22.4% | +17.6% |
| 6M | -34.2% | -18.8% | -15.5% | -30.2% |
| YTD | -52.9% | -23.1% | -29.8% | -50.3% |
| 1Y | -54.3% | +8.9% | -63.2% | -56.0% |
| 3Y | -18.4% | +255.0% | -273.4% | -45.5% |
| All | -18.4% | +246.8% | -265.1% | -45.5% |
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