-51.7%
TSLL vs HWM
+490.5%
-542.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.4% |
| 7D | -11.0% | -1.8% | -9.3% | -8.1% |
| 30D | -5.3% | -2.7% | -2.6% | -2.6% |
| 3M | +20.8% | -22.7% | +43.6% | +51.4% |
| 6M | -36.0% | -18.9% | -17.1% | -25.1% |
| YTD | -47.3% | +7.1% | -54.4% | -56.5% |
| 1Y | -48.4% | +4.7% | -53.1% | -56.2% |
| 3Y | -5.4% | +345.6% | -351.0% | -79.8% |
| All | -51.7% | +490.5% | -542.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling