-52.7%
TSLL vs HUBS
-40.2%
-12.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +6.1% | -9.0% | +15.1% | +11.4% |
| 30D | +20.6% | +7.2% | +13.4% | +15.5% |
| 3M | -25.4% | +20.9% | -46.3% | -36.4% |
| 6M | -34.2% | -13.0% | -21.2% | -37.9% |
| YTD | -48.4% | -43.8% | -4.5% | -34.6% |
| 1Y | -30.8% | -54.6% | +23.8% | +1.6% |
| 3Y | -37.4% | -58.5% | +21.0% | +4.0% |
| All | -52.7% | -40.2% | -12.5% | -48.2% |
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 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