-51.7%
TSLL vs HUBS
-47.8%
-3.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.3% | +3.2% |
| 7D | -11.0% | -12.9% | +1.9% | -3.9% |
| 30D | -5.3% | -13.7% | +8.4% | +1.4% |
| 3M | +20.8% | -8.8% | +29.6% | +23.2% |
| 6M | -36.0% | -0.2% | -35.8% | -44.7% |
| YTD | -47.3% | -50.9% | +3.6% | -29.9% |
| 1Y | -48.4% | -49.0% | +0.6% | -34.7% |
| 3Y | -5.4% | -54.1% | +48.6% | +40.0% |
| All | -51.7% | -47.8% | -3.9% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling