-47.2%
TSLL vs HL
+191.2%
-238.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.5% | +8.8% | +4.9% |
| 7D | +33.0% | -7.6% | +40.6% | +35.8% |
| 30D | +7.7% | -17.5% | +25.2% | +13.3% |
| 3M | +34.7% | -26.2% | +61.0% | +46.0% |
| 6M | -31.5% | -35.1% | +3.6% | -23.6% |
| YTD | -42.4% | -30.4% | -12.0% | -37.8% |
| 1Y | -39.7% | -14.0% | -25.7% | -38.2% |
| 3Y | +3.4% | +256.3% | -252.9% | -27.7% |
| All | -47.2% | +191.2% | -238.4% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling