-46.0%
TSLL vs HST
+76.4%
-122.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.3% | -7.6% | -7.0% |
| 7D | -9.4% | +3.3% | -12.8% | -11.0% |
| 30D | +1.6% | +16.4% | -14.8% | -5.6% |
| 3M | +29.4% | +5.5% | +23.9% | +26.7% |
| 6M | -20.1% | +31.1% | -51.3% | -30.6% |
| YTD | -44.5% | +55.9% | -100.4% | -53.3% |
| 1Y | -46.0% | +75.6% | -121.6% | -53.7% |
| All | -46.0% | +76.4% | -122.4% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling