-48.4%
TSLL vs HUBB
-4.8%
-43.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.5% |
| 7D | -11.0% | -2.6% | -8.5% | -8.9% |
| 30D | -5.3% | -7.7% | +2.4% | -0.1% |
| 3M | +20.8% | -13.0% | +33.8% | +31.4% |
| 6M | -36.0% | -10.6% | -25.4% | -31.9% |
| YTD | -47.3% | -0.6% | -46.7% | -48.0% |
| 1Y | -48.4% | -4.1% | -44.3% | -47.9% |
| All | -48.4% | -4.8% | -43.7% | -47.9% |
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