-33.0%
TSLL vs HPE
+111.3%
-144.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -1.6% |
| 7D | +17.8% | +7.9% | +10.0% | +13.3% |
| 30D | +8.2% | -23.5% | +31.7% | +24.7% |
| 3M | +20.9% | -19.1% | +39.9% | +34.3% |
| 6M | -37.5% | +51.4% | -88.9% | -46.7% |
| YTD | -44.5% | +103.4% | -147.9% | -58.3% |
| 1Y | -33.0% | +114.4% | -147.4% | -50.4% |
| All | -33.0% | +111.3% | -144.2% | -50.4% |
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