-54.3%
TSLL vs HUT
+13.4%
-67.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +14.6% | -5.9% | +4.9% |
| 7D | -21.2% | -11.4% | -9.9% | -19.6% |
| 30D | -13.3% | -41.0% | +27.7% | -2.7% |
| 3M | +15.4% | -41.9% | +57.3% | +28.3% |
| 6M | -34.2% | -51.7% | +17.4% | -25.1% |
| YTD | -52.9% | +14.6% | -67.5% | -58.4% |
| 1Y | -54.3% | +21.4% | -75.7% | -60.9% |
| All | -54.3% | +13.4% | -67.8% | -60.9% |
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