-18.4%
TSLL vs HSY
+3.5%
-21.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.3% | +8.7% |
| 7D | -21.2% | +7.5% | -28.7% | -19.7% |
| 30D | -13.3% | +11.1% | -24.4% | -10.9% |
| 3M | +15.4% | -1.9% | +17.3% | +15.8% |
| 6M | -34.2% | -3.0% | -31.3% | -33.6% |
| YTD | -52.9% | 0.0% | -52.9% | -52.3% |
| 1Y | -54.3% | +9.4% | -63.8% | -53.3% |
| 3Y | -18.4% | +3.8% | -22.1% | -19.6% |
| All | -18.4% | +3.5% | -21.9% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling