-55.4%
TSLL vs HLT
+141.4%
-196.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.8% | -10.4% |
| 7D | +1.9% | -3.3% | +5.2% | +7.2% |
| 30D | +17.8% | -4.1% | +21.8% | +24.2% |
| 3M | -37.0% | -7.9% | -29.1% | -30.3% |
| 6M | -37.7% | +2.2% | -39.8% | -42.6% |
| YTD | -51.4% | +8.5% | -59.9% | -60.2% |
| 1Y | -23.4% | +12.1% | -35.5% | -43.3% |
| 3Y | -30.8% | +107.6% | -138.4% | -76.9% |
| All | -55.4% | +141.4% | -196.8% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling