-11.1%
TSLL vs HUBS
-54.0%
+42.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.3% | +2.8% |
| 7D | -11.0% | -12.9% | +1.9% | -5.0% |
| 30D | -5.3% | -13.7% | +8.4% | +0.4% |
| 3M | +20.8% | -8.8% | +29.6% | +23.0% |
| 6M | -36.0% | -0.2% | -35.8% | -43.8% |
| YTD | -47.3% | -50.9% | +3.6% | -26.1% |
| 1Y | -48.4% | -49.0% | +0.6% | -31.7% |
| All | -11.1% | -54.0% | +42.9% | +44.7% |
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