-23.4%
TSLL vs HUBB
+8.5%
-31.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -11.9% |
| 7D | +1.9% | +0.5% | +1.4% | +1.6% |
| 30D | +17.8% | -10.0% | +27.8% | +25.7% |
| 3M | -37.0% | -4.8% | -32.2% | -35.6% |
| 6M | -37.7% | -5.6% | -32.1% | -38.3% |
| YTD | -51.4% | +4.7% | -56.0% | -55.4% |
| 1Y | -23.4% | +6.7% | -30.0% | -31.3% |
| All | -23.4% | +8.5% | -31.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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