-52.1%
TSLL vs HWM
+483.0%
-535.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.1% | +5.8% | +5.9% |
| 7D | -14.3% | +1.6% | -15.9% | -14.5% |
| 30D | -6.2% | -3.9% | -2.2% | -2.2% |
| 3M | +21.2% | -23.2% | +44.4% | +52.7% |
| 6M | -36.6% | -20.0% | -16.6% | -24.8% |
| YTD | -47.8% | +5.7% | -53.5% | -56.3% |
| 1Y | -45.2% | +4.9% | -50.1% | -53.6% |
| 3Y | -3.3% | +347.0% | -350.2% | -79.4% |
| All | -52.1% | +483.0% | -535.1% | -92.0% |
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