-60.9%
TSLL vs HST
+65.5%
-126.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.7% | -16.2% | -18.1% |
| 7D | -28.9% | -4.2% | -24.7% | -26.1% |
| 30D | -21.4% | +9.6% | -31.0% | -23.3% |
| 3M | +5.0% | -1.1% | +6.1% | +8.2% |
| 6M | -36.6% | +21.1% | -57.7% | -41.4% |
| YTD | -56.6% | +47.1% | -103.7% | -61.5% |
| 1Y | -60.9% | +64.0% | -124.9% | -64.2% |
| All | -60.9% | +65.5% | -126.3% | -64.2% |
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