-51.9%
TSLL vs HUM
-13.3%
-38.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.4% | +7.5% | +7.8% |
| 7D | +5.8% | +2.1% | +3.7% | +5.5% |
| 30D | +21.7% | +4.7% | +17.0% | +20.6% |
| 3M | -28.2% | +13.5% | -41.7% | -29.7% |
| 6M | -29.5% | +126.7% | -156.1% | -39.6% |
| YTD | -47.5% | +58.5% | -106.1% | -52.2% |
| 1Y | -20.8% | +31.7% | -52.5% | -25.4% |
| 3Y | -26.7% | -10.6% | -16.1% | -29.6% |
| All | -51.9% | -13.3% | -38.7% | -51.0% |
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