-49.1%
TSLL vs HYG
+26.8%
-75.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.7% | -3.4% |
| 7D | +17.8% | -0.4% | +18.2% | +20.7% |
| 30D | +8.2% | +0.7% | +7.6% | +4.1% |
| 3M | +20.9% | -2.1% | +23.0% | +39.2% |
| 6M | -37.5% | -0.8% | -36.7% | -31.5% |
| YTD | -44.5% | +0.3% | -44.8% | -42.1% |
| 1Y | -33.0% | +1.8% | -34.7% | -35.5% |
| 3Y | -6.4% | +24.1% | -30.5% | -56.2% |
| All | -49.1% | +26.8% | -75.9% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 10y: compounded portfolio wealth divided by compounded HYG 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…
10y analysis · Full analysis span regression · 6 months rolling