+1,643.1%
TSM vs HL
+132.4%
+1,510.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.4% |
| 7D | +6.2% | -11.1% | +17.3% | +7.9% |
| 30D | -7.3% | -12.1% | +4.8% | -5.7% |
| 3M | -7.1% | -26.1% | +19.0% | -3.6% |
| 6M | +0.2% | -37.7% | +38.0% | +6.0% |
| YTD | +32.2% | -31.7% | +63.9% | +36.5% |
| 1Y | +42.8% | -11.6% | +54.4% | +41.8% |
| 3Y | +330.4% | +249.6% | +80.8% | +243.8% |
| 5Y | +263.9% | +108.5% | +155.4% | +200.3% |
| All | +1,643.1% | +132.4% | +1,510.7% | +1,167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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