-23.4%
TSLL vs HUBS
-46.5%
+23.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.9% | -8.9% | -11.6% |
| 7D | +1.9% | -5.0% | +6.9% | +2.4% |
| 30D | +17.8% | -1.0% | +18.8% | +17.2% |
| 3M | -37.0% | +12.4% | -49.4% | -37.7% |
| 6M | -37.7% | -11.1% | -26.5% | -36.5% |
| YTD | -51.4% | -38.3% | -13.1% | -44.4% |
| 1Y | -23.4% | -46.7% | +23.3% | -4.2% |
| All | -23.4% | -46.5% | +23.1% | -4.2% |
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