-47.2%
TSLL vs HUBS
-42.8%
-4.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.4% | -3.0% | +0.1% |
| 7D | +33.0% | +5.3% | +27.7% | +29.4% |
| 30D | +7.7% | -2.5% | +10.2% | +8.2% |
| 3M | +34.7% | +2.7% | +32.0% | +29.2% |
| 6M | -31.5% | +20.2% | -51.7% | -46.9% |
| YTD | -42.4% | -46.2% | +3.9% | -26.9% |
| 1Y | -39.7% | -45.3% | +5.6% | -25.6% |
| 3Y | +3.4% | -49.7% | +53.1% | +46.0% |
| All | -47.2% | -42.8% | -4.4% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling