-55.4%
TSLL vs HPE
+304.4%
-359.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.5% | -7.4% | -8.2% |
| 7D | +1.9% | -0.6% | +2.5% | +3.0% |
| 30D | +17.8% | -2.3% | +20.1% | +19.2% |
| 3M | -37.0% | -2.9% | -34.1% | -35.7% |
| 6M | -37.7% | +143.6% | -181.2% | -74.1% |
| YTD | -51.4% | +118.5% | -169.9% | -77.9% |
| 1Y | -23.4% | +129.2% | -152.6% | -67.1% |
| 3Y | -30.8% | +212.5% | -243.3% | -77.2% |
| All | -55.4% | +304.4% | -359.9% | -89.2% |
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