-56.8%
TSLL vs HUM
-6.5%
-50.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.3% | +3.3% | +7.6% |
| 7D | -21.2% | +4.6% | -25.9% | -21.8% |
| 30D | -13.3% | +9.6% | -22.9% | -14.8% |
| 3M | +15.4% | +18.4% | -3.0% | +11.7% |
| 6M | -34.2% | +76.9% | -111.1% | -40.8% |
| YTD | -52.9% | +71.0% | -123.9% | -57.7% |
| 1Y | -54.3% | +75.0% | -129.3% | -59.3% |
| 3Y | -18.4% | -7.7% | -10.7% | -22.1% |
| All | -56.8% | -6.5% | -50.4% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling