+12,702.2%
TSM vs HL
+124.0%
+12,578.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.5% |
| 7D | +6.2% | -11.1% | +17.3% | +7.2% |
| 30D | -7.3% | -12.1% | +4.8% | -6.4% |
| 3M | -7.1% | -26.1% | +19.0% | -5.1% |
| 6M | +0.2% | -37.7% | +38.0% | +3.5% |
| YTD | +32.2% | -31.7% | +63.9% | +34.8% |
| 1Y | +42.8% | -11.6% | +54.4% | +42.4% |
| 3Y | +330.4% | +249.6% | +80.8% | +279.9% |
| 5Y | +263.9% | +108.5% | +155.4% | +227.7% |
| 10Y | +1,580.2% | +127.0% | +1,453.2% | +1,319.6% |
| All | +12,702.2% | +124.0% | +12,578.2% | +13,047.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling