-5.4%
TSLL vs HIG
+97.9%
-103.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | -11.0% | +2.1% | -13.2% | -11.7% |
| 30D | -5.3% | +6.7% | -12.0% | -7.8% |
| 3M | +20.8% | -1.9% | +22.8% | +21.5% |
| 6M | -36.0% | +5.3% | -41.3% | -39.5% |
| YTD | -47.3% | +1.3% | -48.6% | -49.1% |
| 1Y | -48.4% | +7.2% | -55.6% | -53.0% |
| 3Y | -5.4% | +96.6% | -102.1% | -14.3% |
| All | -5.4% | +97.9% | -103.3% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling