-23.4%
TSLL vs HUT
+238.9%
-262.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.2% | -18.0% | -13.4% |
| 7D | +1.9% | +17.8% | -15.9% | -2.5% |
| 30D | +17.8% | +0.8% | +16.9% | +16.1% |
| 3M | -37.0% | -26.8% | -10.2% | -33.6% |
| 6M | -37.7% | +72.6% | -110.2% | -49.9% |
| YTD | -51.4% | +103.6% | -155.0% | -63.4% |
| 1Y | -23.4% | +265.3% | -288.6% | -48.7% |
| All | -23.4% | +238.9% | -262.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 1y: compounded portfolio wealth divided by compounded HUT 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…
1y analysis · Full analysis span regression · 6 months rolling