-18.4%
TSLL vs HUM
-5.9%
-12.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.3% | +3.3% | +7.5% |
| 7D | -21.2% | +4.6% | -25.9% | -21.9% |
| 30D | -13.3% | +9.6% | -22.9% | -15.0% |
| 3M | +15.4% | +18.4% | -3.0% | +11.2% |
| 6M | -34.2% | +76.9% | -111.1% | -41.8% |
| YTD | -52.9% | +71.0% | -123.9% | -58.4% |
| 1Y | -54.3% | +75.0% | -129.3% | -60.1% |
| 3Y | -18.4% | -7.7% | -10.7% | -15.9% |
| All | -18.4% | -5.9% | -12.5% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling