-52.0%
TSLL vs HUBS
-39.0%
-13.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +2.1% |
| 7D | +5.1% | -6.2% | +11.4% | +8.9% |
| 30D | +20.0% | +6.6% | +13.4% | +15.3% |
| 3M | -23.8% | +16.4% | -40.2% | -33.5% |
| 6M | -30.3% | -19.7% | -10.5% | -30.1% |
| YTD | -47.7% | -42.6% | -5.0% | -34.4% |
| 1Y | -21.2% | -54.2% | +33.0% | +15.7% |
| 3Y | -26.9% | -57.1% | +30.3% | +19.4% |
| All | -52.0% | -39.0% | -13.1% | -48.1% |
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