-55.4%
TSLL vs HTZ
-89.4%
+34.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.2% | -12.1% |
| 7D | +1.9% | +7.5% | -5.6% | +0.5% |
| 30D | +17.8% | +47.4% | -29.7% | +6.6% |
| 3M | -37.0% | -54.9% | +17.9% | -29.5% |
| 6M | -37.7% | -47.0% | +9.3% | -33.5% |
| YTD | -51.4% | -55.3% | +3.9% | -46.6% |
| 1Y | -23.4% | -57.6% | +34.3% | -18.3% |
| 3Y | -30.8% | -86.6% | +55.8% | +35.7% |
| All | -55.4% | -89.4% | +34.0% | +7.7% |
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