-51.9%
TSLL vs HUBB
+130.3%
-182.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +7.0% | +6.9% |
| 7D | +5.8% | +4.8% | +1.0% | +0.8% |
| 30D | +21.7% | -9.3% | +31.0% | +34.8% |
| 3M | -28.2% | -3.9% | -24.3% | -26.8% |
| 6M | -29.5% | -0.8% | -28.6% | -32.3% |
| YTD | -47.5% | +5.6% | -53.1% | -53.8% |
| 1Y | -20.8% | +7.7% | -28.5% | -32.0% |
| 3Y | -26.7% | +47.5% | -74.2% | -49.7% |
| All | -51.9% | +130.3% | -182.2% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling