-56.8%
TSLL vs HON
+24.9%
-81.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.7% | +6.8% |
| 7D | -21.2% | +0.8% | -22.0% | -20.8% |
| 30D | -13.3% | +5.7% | -19.0% | -17.0% |
| 3M | +15.4% | -8.3% | +23.7% | +25.2% |
| 6M | -34.2% | -2.4% | -31.8% | -36.8% |
| YTD | -52.9% | +9.0% | -61.9% | -61.0% |
| 1Y | -54.3% | +9.2% | -63.5% | -62.4% |
| 3Y | -18.4% | +26.3% | -44.7% | -41.3% |
| All | -56.8% | +24.9% | -81.8% | -68.1% |
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 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