-33.0%
TSLL vs HIG
+5.3%
-38.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.3% |
| 7D | +17.8% | +2.6% | +15.2% | +20.7% |
| 30D | +8.2% | +4.2% | +4.1% | +13.1% |
| 3M | +20.9% | +0.2% | +20.7% | +22.3% |
| 6M | -37.5% | +4.6% | -42.1% | -33.1% |
| YTD | -44.5% | +1.1% | -45.6% | -41.0% |
| 1Y | -33.0% | +4.7% | -37.6% | -25.5% |
| All | -33.0% | +5.3% | -38.2% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling