-52.7%
TSLL vs HYG
+28.3%
-81.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.1% |
| 7D | +6.1% | -0.7% | +6.8% | +10.8% |
| 30D | +20.6% | -0.7% | +21.3% | +26.8% |
| 3M | -25.4% | -0.2% | -25.2% | -22.8% |
| 6M | -34.2% | +1.4% | -35.6% | -36.9% |
| YTD | -48.4% | +1.5% | -49.8% | -50.2% |
| 1Y | -30.8% | +2.9% | -33.7% | -37.4% |
| 3Y | -37.4% | +25.6% | -63.1% | -72.8% |
| All | -52.7% | +28.3% | -81.0% | -79.8% |
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