-55.4%
TSLL vs HL
+351.1%
-406.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.5% | -9.4% | -11.1% |
| 7D | +1.9% | +1.5% | +0.4% | +1.5% |
| 30D | +17.8% | +25.1% | -7.3% | +10.6% |
| 3M | -37.0% | +22.9% | -59.9% | -40.5% |
| 6M | -37.7% | -4.9% | -32.8% | -37.6% |
| YTD | -51.4% | +7.8% | -59.2% | -53.4% |
| 1Y | -23.4% | +133.9% | -157.2% | -39.1% |
| 3Y | -30.8% | +380.9% | -411.7% | -56.0% |
| All | -55.4% | +351.1% | -406.6% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling