-36.5%
TSLL vs HUBS
-57.3%
+20.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.8% |
| 7D | +5.1% | -6.2% | +11.4% | +8.5% |
| 30D | +20.0% | +6.6% | +13.4% | +15.9% |
| 3M | -23.8% | +16.4% | -40.2% | -32.4% |
| 6M | -30.3% | -19.7% | -10.5% | -28.6% |
| YTD | -47.7% | -42.6% | -5.0% | -30.8% |
| 1Y | -21.2% | -54.2% | +33.0% | +24.8% |
| All | -36.5% | -57.3% | +20.8% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling