-33.0%
TSLL vs HYG
+1.5%
-34.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.7% | -3.2% |
| 7D | +17.8% | -0.4% | +18.2% | +22.2% |
| 30D | +8.2% | +0.7% | +7.6% | +1.2% |
| 3M | +20.9% | -2.1% | +23.0% | +53.0% |
| 6M | -37.5% | -0.8% | -36.7% | -27.5% |
| YTD | -44.5% | +0.3% | -44.8% | -39.5% |
| 1Y | -33.0% | +1.8% | -34.7% | -35.4% |
| All | -33.0% | +1.5% | -34.4% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling