-56.8%
TSLL vs HPE
+249.1%
-305.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.4% | +7.3% | +7.5% |
| 7D | -21.2% | -18.7% | -2.5% | -6.5% |
| 30D | -13.3% | -37.9% | +24.6% | +26.7% |
| 3M | +15.4% | -14.4% | +29.8% | +27.2% |
| 6M | -34.2% | +48.2% | -82.5% | -57.4% |
| YTD | -52.9% | +88.6% | -141.5% | -76.5% |
| 1Y | -54.3% | +94.8% | -149.1% | -78.0% |
| 3Y | -18.4% | +202.7% | -221.1% | -73.2% |
| All | -56.8% | +249.1% | -305.9% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling