-5.4%
TSLL vs HYG
+24.0%
-29.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +5.2% |
| 7D | -11.0% | +0.3% | -11.3% | -13.2% |
| 30D | -5.3% | -0.1% | -5.2% | -4.6% |
| 3M | +20.8% | -1.9% | +22.7% | +48.8% |
| 6M | -36.0% | -1.3% | -34.7% | -23.0% |
| YTD | -47.3% | +0.1% | -47.3% | -43.9% |
| 1Y | -48.4% | +1.0% | -49.5% | -49.8% |
| 3Y | -5.4% | +23.8% | -29.2% | -64.2% |
| All | -5.4% | +24.0% | -29.5% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling