-55.4%
TSLL vs HIG
+131.2%
-186.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -11.2% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +17.8% | -3.2% | +21.0% | +19.8% |
| 3M | -37.0% | +9.1% | -46.2% | -42.1% |
| 6M | -37.7% | -1.8% | -35.9% | -38.3% |
| YTD | -51.4% | +1.8% | -53.1% | -53.4% |
| 1Y | -23.4% | +4.6% | -27.9% | -29.2% |
| 3Y | -30.8% | +101.6% | -132.4% | -61.1% |
| All | -55.4% | +131.2% | -186.6% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling