-56.8%
TSLL vs HIG
+123.9%
-180.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.3% | +10.9% | +9.7% |
| 7D | -21.2% | +1.1% | -22.3% | -21.7% |
| 30D | -13.3% | +5.6% | -18.9% | -16.2% |
| 3M | +15.4% | -6.9% | +22.3% | +19.0% |
| 6M | -34.2% | +1.3% | -35.5% | -37.2% |
| YTD | -52.9% | -1.5% | -51.4% | -54.4% |
| 1Y | -54.3% | +6.6% | -60.9% | -59.0% |
| 3Y | -18.4% | +91.2% | -109.6% | -52.9% |
| All | -56.8% | +123.9% | -180.7% | -79.5% |
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 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