-48.9%
TSLL vs HIG
+129.2%
-178.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | +0.5% | -0.7% | +1.2% | +0.8% |
| 30D | +2.7% | +5.4% | -2.7% | -0.5% |
| 3M | +26.3% | -0.9% | +27.2% | +26.0% |
| 6M | -37.2% | +4.8% | -42.0% | -41.1% |
| YTD | -44.2% | +0.9% | -45.1% | -46.6% |
| 1Y | -44.0% | +6.5% | -50.4% | -49.1% |
| 3Y | 0.0% | +95.7% | -95.7% | -42.9% |
| All | -48.9% | +129.2% | -178.1% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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