-46.0%
TSLL vs HLT
+46.7%
-92.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.5% | -9.8% | -6.9% |
| 7D | -9.4% | +7.7% | -17.1% | -10.8% |
| 30D | +1.6% | +19.1% | -17.5% | -2.0% |
| 3M | +29.4% | +20.7% | +8.7% | +23.6% |
| 6M | -20.1% | +21.0% | -41.2% | -24.3% |
| YTD | -44.5% | +31.3% | -75.8% | -46.8% |
| 1Y | -46.0% | +45.9% | -91.9% | -49.3% |
| All | -46.0% | +46.7% | -92.7% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling