-55.4%
TSLL vs HSY
-14.7%
-40.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -12.0% |
| 7D | +1.9% | -3.3% | +5.2% | +1.5% |
| 30D | +17.8% | -2.8% | +20.6% | +17.4% |
| 3M | -37.0% | -4.5% | -32.5% | -37.1% |
| 6M | -37.7% | -24.2% | -13.5% | -38.0% |
| YTD | -51.4% | -2.7% | -48.6% | -51.5% |
| 1Y | -23.4% | -3.7% | -19.6% | -23.3% |
| 3Y | -30.8% | -11.5% | -19.3% | -29.2% |
| All | -55.4% | -14.7% | -40.8% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling