-49.1%
TSLL vs HIG
+129.7%
-178.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | +17.8% | +2.6% | +15.2% | +16.4% |
| 30D | +8.2% | +4.2% | +4.1% | +5.6% |
| 3M | +20.9% | +0.2% | +20.7% | +19.8% |
| 6M | -37.5% | +4.6% | -42.1% | -41.3% |
| YTD | -44.5% | +1.1% | -45.6% | -47.0% |
| 1Y | -33.0% | +4.7% | -37.6% | -38.1% |
| 3Y | -6.4% | +95.5% | -101.8% | -46.4% |
| All | -49.1% | +129.7% | -178.9% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling