+1,757.1%
TSM vs HL
+278.2%
+1,478.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.1% |
| 7D | +2.6% | -5.6% | +8.3% | +3.5% |
| 30D | +1.4% | +12.7% | -11.3% | -0.6% |
| 3M | +5.0% | +42.5% | -37.6% | -0.7% |
| 6M | +24.0% | -9.0% | +33.0% | +24.3% |
| YTD | +41.6% | +4.4% | +37.2% | +37.9% |
| 1Y | +66.2% | +82.7% | -16.5% | +48.7% |
| 3Y | +398.2% | +406.3% | -8.1% | +276.3% |
| 5Y | +277.6% | +238.2% | +39.4% | +191.1% |
| All | +1,757.1% | +278.2% | +1,478.9% | +1,185.5% |
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