-51.7%
TSLL vs HSY
-14.3%
-37.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +1.0% |
| 7D | -11.0% | +3.8% | -14.8% | -10.4% |
| 30D | -5.3% | +6.9% | -12.2% | -4.2% |
| 3M | +20.8% | -4.1% | +24.9% | +20.8% |
| 6M | -36.0% | -5.0% | -31.0% | -35.7% |
| YTD | -47.3% | -2.3% | -45.0% | -47.2% |
| 1Y | -48.4% | +6.1% | -54.5% | -48.4% |
| 3Y | -5.4% | -0.7% | -4.8% | -6.2% |
| All | -51.7% | -14.3% | -37.4% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling