-26.7%
TSLL vs HYG
+26.4%
-53.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.1% | +7.9% | +8.4% |
| 7D | +5.8% | 0.0% | +5.8% | +5.7% |
| 30D | +21.7% | -0.1% | +21.8% | +23.3% |
| 3M | -28.2% | +1.0% | -29.2% | -32.2% |
| 6M | -29.5% | +2.3% | -31.8% | -40.3% |
| YTD | -47.5% | +2.1% | -49.7% | -54.2% |
| 1Y | -20.8% | +3.8% | -24.6% | -39.2% |
| 3Y | -26.7% | +26.7% | -53.4% | -78.8% |
| All | -26.7% | +26.4% | -53.1% | -78.8% |
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 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