-52.0%
TSLL vs HLT
+138.1%
-190.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.4% |
| 7D | +5.1% | -1.5% | +6.6% | +7.4% |
| 30D | +20.0% | -1.2% | +21.2% | +21.0% |
| 3M | -23.8% | -10.3% | -13.4% | -12.0% |
| 6M | -30.3% | +1.3% | -31.5% | -35.2% |
| YTD | -47.7% | +7.0% | -54.7% | -56.4% |
| 1Y | -21.2% | +11.9% | -33.1% | -41.6% |
| 3Y | -26.9% | +100.7% | -127.5% | -74.3% |
| All | -52.0% | +138.1% | -190.1% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling