-55.4%
TSLL vs HON
+19.0%
-74.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.0% | -12.8% | -12.7% |
| 7D | +1.9% | -3.6% | +5.5% | +5.2% |
| 30D | +17.8% | -15.3% | +33.0% | +36.6% |
| 3M | -37.0% | -7.9% | -29.1% | -36.0% |
| 6M | -37.7% | -18.1% | -19.6% | -27.4% |
| YTD | -51.4% | +3.8% | -55.2% | -58.2% |
| 1Y | -23.4% | +0.5% | -23.8% | -31.9% |
| 3Y | -30.8% | +19.8% | -50.5% | -48.0% |
| All | -55.4% | +19.0% | -74.4% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling