-46.0%
TSLL vs HUBS
-54.7%
+8.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.2% | -2.1% | -6.2% |
| 7D | -9.4% | -13.0% | +3.6% | -9.0% |
| 30D | +1.6% | -1.8% | +3.4% | +1.3% |
| 3M | +29.4% | -13.0% | +42.4% | +28.8% |
| 6M | -20.1% | -12.4% | -7.7% | -19.2% |
| YTD | -44.5% | -46.0% | +1.5% | -42.4% |
| 1Y | -46.0% | -54.1% | +8.1% | -41.3% |
| All | -46.0% | -54.7% | +8.7% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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