-51.7%
TSLL vs HUT
+369.2%
-420.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | -11.0% | -10.9% | -0.1% | -7.6% |
| 30D | -5.3% | -32.6% | +27.3% | +7.5% |
| 3M | +20.8% | -33.7% | +54.5% | +34.5% |
| 6M | -36.0% | -42.3% | +6.3% | -27.7% |
| YTD | -47.3% | +23.6% | -70.9% | -59.0% |
| 1Y | -48.4% | +20.4% | -68.8% | -61.0% |
| 3Y | -5.4% | +423.2% | -428.7% | -64.3% |
| All | -51.7% | +369.2% | -420.9% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling