-35.3%
TSLL vs HWM
+426.8%
-462.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.4% | -11.3% |
| 7D | +1.9% | -2.1% | +4.0% | +2.7% |
| 30D | +17.8% | -11.0% | +28.7% | +31.1% |
| 3M | -37.0% | +4.0% | -41.0% | -42.6% |
| 6M | -37.7% | -0.2% | -37.5% | -40.4% |
| YTD | -51.4% | +26.7% | -78.0% | -66.0% |
| 1Y | -23.4% | +44.7% | -68.1% | -54.5% |
| All | -35.3% | +426.8% | -462.1% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling