-37.2%
TSLL vs HPE
+62.0%
-99.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.8% | +0.9% | +2.9% |
| 7D | +0.5% | +0.3% | +0.2% | +1.5% |
| 30D | +2.7% | -28.6% | +31.2% | +22.8% |
| 3M | +26.3% | -7.4% | +33.6% | +30.4% |
| 6M | -37.2% | +63.7% | -100.8% | -49.3% |
| All | -37.2% | +62.0% | -99.2% | -49.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling