-48.9%
TSLL vs HUT
+21.4%
-70.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.3% | +2.6% | +8.7% |
| 7D | -14.3% | +3.7% | -18.0% | -15.8% |
| 30D | -6.2% | -32.3% | +26.2% | +2.0% |
| 3M | +21.2% | -35.6% | +56.8% | +31.3% |
| 6M | -36.6% | -42.1% | +5.5% | -30.7% |
| YTD | -47.8% | +24.1% | -71.9% | -54.6% |
| All | -48.9% | +21.4% | -70.4% | -54.7% |
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