-56.8%
TSLL vs HRB
+50.0%
-106.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.2% | +12.9% | +9.5% |
| 7D | -21.2% | +2.7% | -23.9% | -21.8% |
| 30D | -13.3% | +22.1% | -35.4% | -17.6% |
| 3M | +15.4% | +15.7% | -0.3% | +10.4% |
| 6M | -34.2% | +83.3% | -117.6% | -47.7% |
| YTD | -52.9% | +25.0% | -77.9% | -56.0% |
| 1Y | -54.3% | +6.9% | -61.3% | -54.3% |
| 3Y | -18.4% | +39.0% | -57.4% | -33.6% |
| All | -56.8% | +50.0% | -106.8% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling