-46.0%
TSLL vs HWM
+5.4%
-51.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.3% | -2.0% | -4.7% |
| 7D | -9.4% | +9.4% | -18.8% | -12.7% |
| 30D | +1.6% | -7.0% | +8.5% | +3.9% |
| 3M | +29.4% | -25.9% | +55.3% | +46.2% |
| 6M | -20.1% | -10.8% | -9.3% | -21.6% |
| YTD | -44.5% | +4.3% | -48.8% | -53.3% |
| 1Y | -46.0% | +4.4% | -50.4% | -52.3% |
| All | -46.0% | +5.4% | -51.4% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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