-60.3%
TSLL vs HIG
+129.1%
-189.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.7% | -21.2% | -21.5% |
| 7D | -28.9% | +3.8% | -32.7% | -30.2% |
| 30D | -21.4% | +8.1% | -29.6% | -24.8% |
| 3M | +5.0% | -4.1% | +9.1% | +6.8% |
| 6M | -36.6% | +3.1% | -39.7% | -39.8% |
| YTD | -56.6% | +0.8% | -57.5% | -58.5% |
| 1Y | -60.9% | +8.8% | -69.7% | -65.1% |
| 3Y | -25.2% | +95.2% | -120.4% | -57.2% |
| All | -60.3% | +129.1% | -189.3% | -81.4% |
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