-46.0%
TSLL vs HTZ
-60.6%
+14.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +9.2% | -15.5% | -7.4% |
| 7D | -9.4% | +18.9% | -28.4% | -11.5% |
| 30D | +1.6% | +26.3% | -24.7% | -1.7% |
| 3M | +29.4% | +49.7% | -20.3% | +19.7% |
| 6M | -20.1% | -61.1% | +41.0% | -9.6% |
| YTD | -44.5% | -56.0% | +11.5% | -41.0% |
| 1Y | -46.0% | -66.4% | +20.4% | -41.6% |
| All | -46.0% | -60.6% | +14.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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