-56.8%
TSLL vs THC
+341.0%
-397.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.1% | +9.7% | +9.0% |
| 7D | -21.2% | +3.7% | -24.9% | -22.2% |
| 30D | -13.3% | +9.0% | -22.3% | -15.8% |
| 3M | +15.4% | +10.4% | +5.0% | +11.4% |
| 6M | -34.2% | +45.7% | -79.9% | -43.2% |
| YTD | -52.9% | +42.6% | -95.5% | -59.4% |
| 1Y | -54.3% | +38.8% | -93.1% | -60.4% |
| 3Y | -18.4% | +418.8% | -437.2% | -61.6% |
| All | -56.8% | +341.0% | -397.8% | -78.1% |
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