-60.3%
TSLL vs THC
+345.9%
-406.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.0% | -19.9% | -21.3% |
| 7D | -28.9% | +5.9% | -34.8% | -30.2% |
| 30D | -21.4% | +10.8% | -32.3% | -24.0% |
| 3M | +5.0% | +9.4% | -4.5% | +1.7% |
| 6M | -36.6% | +53.3% | -89.8% | -46.1% |
| YTD | -56.6% | +44.2% | -100.8% | -62.8% |
| 1Y | -60.9% | +37.3% | -98.2% | -65.8% |
| 3Y | -25.2% | +421.6% | -446.8% | -64.8% |
| All | -60.3% | +345.9% | -406.1% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling