-55.4%
TSLL vs HUBS
-34.3%
-21.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.9% | -8.9% | -10.3% |
| 7D | +1.9% | -5.0% | +6.9% | +5.1% |
| 30D | +17.8% | -1.0% | +18.8% | +16.3% |
| 3M | -37.0% | +12.4% | -49.4% | -43.5% |
| 6M | -37.7% | -11.1% | -26.5% | -41.3% |
| YTD | -51.4% | -38.3% | -13.1% | -41.3% |
| 1Y | -23.4% | -46.7% | +23.3% | +0.9% |
| 3Y | -30.8% | -55.1% | +24.3% | +11.0% |
| All | -55.4% | -34.3% | -21.1% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling