-46.0%
TSLL vs HUM
+51.1%
-97.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.3% |
| 7D | -9.4% | +1.6% | -11.0% | -9.6% |
| 30D | +1.6% | +3.5% | -2.0% | +1.0% |
| 3M | +29.4% | +15.5% | +13.9% | +27.0% |
| 6M | -20.1% | +76.2% | -96.3% | -23.8% |
| YTD | -44.5% | +64.5% | -109.0% | -46.9% |
| 1Y | -46.0% | +50.0% | -96.0% | -47.6% |
| All | -46.0% | +51.1% | -97.1% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling