-56.8%
TSLL vs HST
+73.0%
-129.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.7% | +8.7% |
| 7D | -21.2% | -2.7% | -18.5% | -17.2% |
| 30D | -13.3% | +10.7% | -24.0% | -23.1% |
| 3M | +15.4% | +6.3% | +9.1% | +7.2% |
| 6M | -34.2% | +19.0% | -53.2% | -48.2% |
| YTD | -52.9% | +47.0% | -99.9% | -72.7% |
| 1Y | -54.3% | +53.4% | -107.8% | -75.3% |
| 3Y | -18.4% | +78.0% | -96.4% | -60.5% |
| All | -56.8% | +73.0% | -129.9% | -78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling