-47.2%
TSLL vs HPE
+291.1%
-338.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.5% |
| 7D | +33.0% | +13.6% | +19.4% | +20.5% |
| 30D | +7.7% | -27.1% | +34.8% | +39.0% |
| 3M | +34.7% | -14.5% | +49.2% | +50.2% |
| 6M | -31.5% | +66.9% | -98.5% | -59.5% |
| YTD | -42.4% | +111.3% | -153.7% | -73.6% |
| 1Y | -39.7% | +117.5% | -157.2% | -73.3% |
| 3Y | +3.4% | +238.1% | -234.7% | -68.8% |
| All | -47.2% | +291.1% | -338.3% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling