-18.4%
TSLL vs HUBB
+58.1%
-76.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.1% | +5.5% |
| 7D | -21.2% | +1.7% | -22.9% | -21.8% |
| 30D | -13.3% | -9.7% | -3.6% | -1.4% |
| 3M | +15.4% | -15.2% | +30.5% | +41.2% |
| 6M | -34.2% | -14.0% | -20.2% | -22.5% |
| YTD | -52.9% | -2.4% | -50.5% | -56.0% |
| 1Y | -54.3% | -5.8% | -48.5% | -55.3% |
| 3Y | -18.4% | +60.4% | -78.8% | -32.7% |
| All | -18.4% | +58.1% | -76.5% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling