-44.0%
TSLL vs HSY
+6.9%
-50.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.4% | +6.6% |
| 7D | +0.5% | +1.1% | -0.6% | +1.4% |
| 30D | +2.7% | +7.7% | -5.0% | +7.3% |
| 3M | +26.3% | -2.3% | +28.6% | +26.5% |
| 6M | -37.2% | -5.3% | -31.9% | -36.3% |
| YTD | -44.2% | -0.9% | -43.3% | -44.1% |
| 1Y | -44.0% | +5.2% | -49.2% | -41.0% |
| All | -44.0% | +6.9% | -50.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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