-46.0%
TSLL vs HPE
+113.0%
-159.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.7% | -0.7% | -3.5% |
| 7D | -9.4% | -17.0% | +7.5% | -1.0% |
| 30D | +1.6% | -26.7% | +28.3% | +18.0% |
| 3M | +29.4% | -4.1% | +33.6% | +30.4% |
| 6M | -20.1% | +75.4% | -95.6% | -39.0% |
| YTD | -44.5% | +111.0% | -155.5% | -61.0% |
| 1Y | -46.0% | +116.4% | -162.5% | -62.9% |
| All | -46.0% | +113.0% | -159.1% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling