-35.3%
TSLL vs HST
+68.9%
-104.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -12.3% |
| 7D | +1.9% | -1.0% | +2.9% | +3.1% |
| 30D | +17.8% | -12.3% | +30.0% | +41.1% |
| 3M | -37.0% | -6.4% | -30.7% | -31.6% |
| 6M | -37.7% | +15.0% | -52.7% | -51.7% |
| YTD | -51.4% | +30.5% | -81.9% | -69.8% |
| 1Y | -23.4% | +35.7% | -59.0% | -57.0% |
| All | -35.3% | +68.9% | -104.2% | -70.1% |
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