+5.0%
TSLL vs HIG
-3.0%
+8.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.7% | -21.2% | -22.6% |
| 7D | -28.9% | +3.8% | -32.7% | -25.9% |
| 30D | -21.4% | +8.1% | -29.6% | -14.6% |
| 3M | +5.0% | -4.1% | +9.1% | -4.5% |
| All | +5.0% | -3.0% | +8.0% | -4.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling