-24.9%
TSLL vs HST
+77.1%
-102.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.7% | -16.2% | -13.3% |
| 7D | -28.9% | -4.2% | -24.7% | -23.1% |
| 30D | -21.4% | +9.6% | -31.0% | -30.4% |
| 3M | +5.0% | -1.1% | +6.1% | +6.9% |
| 6M | -36.6% | +21.1% | -57.7% | -53.5% |
| YTD | -56.6% | +47.1% | -103.7% | -77.5% |
| 1Y | -60.9% | +64.0% | -124.9% | -84.0% |
| All | -24.9% | +77.1% | -102.0% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling