-51.7%
TSLL vs HTZ
-93.1%
+41.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.0% | +8.9% | +2.5% |
| 7D | -11.0% | -27.5% | +16.5% | -5.0% |
| 30D | -5.3% | -21.9% | +16.6% | -0.6% |
| 3M | +20.8% | -29.2% | +50.1% | +27.1% |
| 6M | -36.0% | -75.2% | +39.2% | -19.4% |
| YTD | -47.3% | -70.8% | +23.5% | -37.3% |
| 1Y | -48.4% | -76.1% | +27.7% | -36.1% |
| 3Y | -5.4% | -82.5% | +77.1% | +14.6% |
| All | -51.7% | -93.1% | +41.4% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling