-31.5%
TSLL vs HON
-1.9%
-29.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +3.4% |
| 7D | +33.0% | +3.6% | +29.4% | +32.9% |
| 30D | +7.7% | +7.8% | -0.1% | +10.9% |
| 3M | +34.7% | -4.8% | +39.5% | +32.8% |
| 6M | -31.5% | -1.7% | -29.8% | -35.1% |
| All | -31.5% | -1.9% | -29.6% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling