-53.1%
TSLL vs HUBS
-40.7%
-12.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -0.8% |
| 7D | -7.3% | -12.4% | +5.1% | -0.6% |
| 30D | +15.8% | +1.4% | +14.4% | +14.3% |
| 3M | -19.5% | +16.0% | -35.4% | -29.8% |
| 6M | -32.1% | -17.0% | -15.1% | -33.8% |
| YTD | -48.9% | -44.3% | -4.6% | -34.9% |
| 1Y | -23.4% | -54.3% | +30.9% | +11.6% |
| 3Y | -28.6% | -58.4% | +29.8% | +18.5% |
| All | -53.1% | -40.7% | -12.4% | -48.5% |
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