-55.4%
TSLL vs HUM
-13.6%
-41.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.6% | -11.6% |
| 7D | +1.9% | +4.2% | -2.3% | +1.2% |
| 30D | +17.8% | +10.4% | +7.4% | +15.6% |
| 3M | -37.0% | +15.1% | -52.1% | -38.4% |
| 6M | -37.7% | +120.9% | -158.6% | -46.4% |
| YTD | -51.4% | +57.9% | -109.3% | -55.7% |
| 1Y | -23.4% | +30.6% | -53.9% | -27.7% |
| 3Y | -30.8% | -9.6% | -21.2% | -33.5% |
| All | -55.4% | -13.6% | -41.8% | -54.5% |
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