-60.3%
TSLL vs HTZ
-91.8%
+31.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -20.8% | -1.1% | -17.7% |
| 7D | -28.9% | -7.7% | -21.2% | -27.4% |
| 30D | -21.4% | -13.1% | -8.3% | -19.1% |
| 3M | +5.0% | +14.7% | -9.8% | -0.4% |
| 6M | -36.6% | -70.6% | +34.0% | -22.6% |
| YTD | -56.6% | -65.2% | +8.5% | -50.1% |
| 1Y | -60.9% | -73.2% | +12.3% | -52.5% |
| 3Y | -25.2% | -80.8% | +55.6% | -6.2% |
| All | -60.3% | -91.8% | +31.5% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling