-49.1%
TSLL vs HUT
+375.8%
-424.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.1% | +3.4% | -1.1% |
| 7D | +17.8% | +9.3% | +8.5% | +14.2% |
| 30D | +8.2% | -23.1% | +31.4% | +17.2% |
| 3M | +20.9% | -30.6% | +51.5% | +32.9% |
| 6M | -37.5% | -46.9% | +9.4% | -27.1% |
| YTD | -44.5% | +25.3% | -69.8% | -57.1% |
| 1Y | -33.0% | +59.8% | -92.8% | -54.9% |
| 3Y | -6.4% | +467.2% | -473.6% | -65.6% |
| All | -49.1% | +375.8% | -424.9% | -84.1% |
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