-52.1%
TSLL vs HUM
-8.7%
-43.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.4% | +13.3% | +11.4% |
| 7D | -14.3% | +3.1% | -17.4% | -14.8% |
| 30D | -6.2% | -1.8% | -4.4% | -5.8% |
| 3M | +21.2% | +10.2% | +11.0% | +18.9% |
| 6M | -36.6% | +54.6% | -91.2% | -41.5% |
| YTD | -47.8% | +66.8% | -114.6% | -52.9% |
| 1Y | -45.2% | +70.1% | -115.3% | -51.0% |
| 3Y | -3.3% | -11.3% | +8.1% | -7.3% |
| All | -52.1% | -8.7% | -43.4% | -51.7% |
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 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