-49.1%
TSLL vs HUBB
+116.5%
-165.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.5% |
| 7D | +17.8% | +1.8% | +16.1% | +15.9% |
| 30D | +8.2% | -7.7% | +15.9% | +18.8% |
| 3M | +20.9% | -13.6% | +34.4% | +42.4% |
| 6M | -37.5% | -9.1% | -28.4% | -31.3% |
| YTD | -44.5% | -0.7% | -43.8% | -47.3% |
| 1Y | -33.0% | +1.1% | -34.0% | -38.3% |
| 3Y | -6.4% | +56.2% | -62.6% | -36.4% |
| All | -49.1% | +116.5% | -165.7% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling