-51.7%
TSLL vs HLT
+194.5%
-246.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -1.6% |
| 7D | -11.0% | +4.4% | -15.4% | -16.1% |
| 30D | -5.3% | +16.3% | -21.6% | -24.1% |
| 3M | +20.8% | +22.2% | -1.3% | -11.4% |
| 6M | -36.0% | +20.0% | -56.0% | -53.2% |
| YTD | -47.3% | +32.4% | -79.7% | -68.1% |
| 1Y | -48.4% | +38.6% | -87.0% | -71.7% |
| 3Y | -5.4% | +136.4% | -141.9% | -74.3% |
| All | -51.7% | +194.5% | -246.2% | -90.3% |
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 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