-33.0%
TSLL vs THC
+43.7%
-76.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.7% |
| 7D | +17.8% | +1.0% | +16.9% | +17.8% |
| 30D | +8.2% | +5.3% | +2.9% | +8.2% |
| 3M | +20.9% | +7.1% | +13.8% | +20.6% |
| 6M | -37.5% | +46.0% | -83.5% | -40.1% |
| YTD | -44.5% | +43.9% | -88.4% | -47.2% |
| 1Y | -33.0% | +45.4% | -78.4% | -36.9% |
| All | -33.0% | +43.7% | -76.7% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling