-60.3%
TSLL vs HUT
+279.8%
-340.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.1% | -15.8% | -19.6% |
| 7D | -28.9% | -30.8% | +2.0% | -19.9% |
| 30D | -21.4% | -50.2% | +28.7% | -0.7% |
| 3M | +5.0% | -50.5% | +55.4% | +29.9% |
| 6M | -36.6% | -42.9% | +6.4% | -30.1% |
| YTD | -56.6% | 0.0% | -56.7% | -63.6% |
| 1Y | -60.9% | -2.2% | -58.6% | -68.1% |
| 3Y | -25.2% | +289.4% | -314.6% | -68.6% |
| All | -60.3% | +279.8% | -340.0% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling