-21.2%
TSLL vs HLT
+11.0%
-32.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +5.1% | -1.5% | +6.6% | +5.5% |
| 30D | +20.0% | -1.2% | +21.2% | +20.0% |
| 3M | -23.8% | -10.3% | -13.4% | -21.4% |
| 6M | -30.3% | +1.3% | -31.5% | -31.4% |
| YTD | -47.7% | +7.0% | -54.7% | -47.2% |
| 1Y | -21.2% | +11.9% | -33.1% | -18.6% |
| All | -21.2% | +11.0% | -32.2% | -18.6% |
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