-47.2%
TSLL vs HLT
+189.1%
-236.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +4.9% |
| 7D | +33.0% | +0.8% | +32.1% | +31.3% |
| 30D | +7.7% | +13.1% | -5.4% | -10.3% |
| 3M | +34.7% | +15.6% | +19.1% | +7.2% |
| 6M | -31.5% | +19.0% | -50.5% | -49.4% |
| YTD | -42.4% | +29.9% | -72.3% | -64.2% |
| 1Y | -39.7% | +35.9% | -75.6% | -66.0% |
| 3Y | +3.4% | +132.1% | -128.7% | -71.2% |
| All | -47.2% | +189.1% | -236.3% | -89.2% |
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