-34.2%
TSLL vs HUM
+80.6%
-114.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.3% | +3.3% | +7.0% |
| 7D | -21.2% | +4.6% | -25.9% | -22.2% |
| 30D | -13.3% | +9.6% | -22.9% | -15.4% |
| 3M | +15.4% | +18.4% | -3.0% | +10.6% |
| 6M | -34.2% | +76.9% | -111.1% | -27.7% |
| All | -34.2% | +80.6% | -114.8% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling