-47.2%
TSLL vs HUM
-4.3%
-42.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.5% |
| 7D | +33.0% | +7.7% | +25.2% | +31.0% |
| 30D | +7.7% | +5.8% | +1.9% | +6.6% |
| 3M | +34.7% | +14.3% | +20.4% | +31.2% |
| 6M | -31.5% | +50.9% | -82.4% | -36.5% |
| YTD | -42.4% | +74.9% | -117.2% | -48.5% |
| 1Y | -39.7% | +86.9% | -126.6% | -46.9% |
| 3Y | +3.4% | -6.7% | +10.1% | -1.8% |
| All | -47.2% | -4.3% | -42.8% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling