-48.9%
TSLL vs HPE
+100.7%
-149.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.2% | +4.7% | +7.5% |
| 7D | -14.3% | -7.1% | -7.2% | -9.8% |
| 30D | -6.2% | -35.3% | +29.1% | +17.3% |
| 3M | +21.2% | -10.4% | +31.6% | +28.2% |
| 6M | -36.6% | +52.5% | -89.1% | -46.8% |
| YTD | -47.8% | +100.3% | -148.0% | -61.2% |
| All | -48.9% | +100.7% | -149.6% | -62.4% |
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