-51.7%
TSLL vs HRB
+45.2%
-96.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -11.0% | -4.0% | -7.0% | -10.5% |
| 30D | -5.3% | +15.8% | -21.0% | -9.0% |
| 3M | +20.8% | +12.0% | +8.8% | +16.2% |
| 6M | -36.0% | +40.7% | -76.7% | -43.7% |
| YTD | -47.3% | +21.0% | -68.3% | -50.5% |
| 1Y | -48.4% | +11.7% | -60.1% | -49.9% |
| 3Y | -5.4% | +25.0% | -30.4% | -18.5% |
| All | -51.7% | +45.2% | -96.9% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling