-51.7%
TSLL vs HON
+29.6%
-81.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.3% |
| 7D | -11.0% | +1.9% | -12.9% | -11.4% |
| 30D | -5.3% | +9.9% | -15.2% | -12.4% |
| 3M | +20.8% | -5.8% | +26.6% | +28.0% |
| 6M | -36.0% | +3.0% | -39.0% | -41.6% |
| YTD | -47.3% | +13.1% | -60.3% | -57.8% |
| 1Y | -48.4% | +13.2% | -61.6% | -59.0% |
| 3Y | -5.4% | +30.8% | -36.2% | -34.1% |
| All | -51.7% | +29.6% | -81.3% | -65.4% |
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