-56.8%
TSLL vs HWM
+454.5%
-511.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +6.2% |
| 7D | -21.2% | +3.3% | -24.5% | -23.0% |
| 30D | -13.3% | -7.6% | -5.7% | -6.3% |
| 3M | +15.4% | -28.9% | +44.3% | +56.7% |
| 6M | -34.2% | -19.7% | -14.6% | -23.2% |
| YTD | -52.9% | +0.5% | -53.4% | -58.7% |
| 1Y | -54.3% | +0.3% | -54.6% | -59.8% |
| 3Y | -18.4% | +325.8% | -344.2% | -81.9% |
| All | -56.8% | +454.5% | -511.3% | -92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling