-52.1%
TSLL vs HON
+30.0%
-82.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.1% | +6.8% | +7.0% |
| 7D | -14.3% | +2.3% | -16.6% | -15.1% |
| 30D | -6.2% | +10.2% | -16.4% | -13.5% |
| 3M | +21.2% | -6.7% | +27.9% | +29.6% |
| 6M | -36.6% | +3.3% | -39.9% | -42.3% |
| YTD | -47.8% | +13.4% | -61.2% | -58.3% |
| 1Y | -45.2% | +14.7% | -59.9% | -57.1% |
| 3Y | -3.3% | +33.4% | -36.7% | -33.9% |
| All | -52.1% | +30.0% | -82.1% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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