-52.1%
TSLL vs THC
+349.8%
-401.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +10.3% |
| 7D | -14.3% | +7.5% | -21.8% | -16.2% |
| 30D | -6.2% | +9.6% | -15.7% | -8.9% |
| 3M | +21.2% | +10.3% | +10.9% | +17.1% |
| 6M | -36.6% | +51.8% | -88.4% | -45.9% |
| YTD | -47.8% | +45.4% | -93.2% | -55.2% |
| 1Y | -45.2% | +40.8% | -86.0% | -52.6% |
| 3Y | -3.3% | +448.8% | -452.1% | -55.4% |
| All | -52.1% | +349.8% | -401.9% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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