-52.0%
TSLL vs HYG
+28.9%
-80.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.9% |
| 7D | +5.1% | -0.2% | +5.3% | +6.3% |
| 30D | +20.0% | -0.1% | +20.1% | +21.2% |
| 3M | -23.8% | +0.7% | -24.4% | -25.0% |
| 6M | -30.3% | +1.5% | -31.8% | -33.6% |
| YTD | -47.7% | +1.9% | -49.6% | -51.0% |
| 1Y | -21.2% | +3.7% | -24.9% | -31.9% |
| 3Y | -26.9% | +26.5% | -53.3% | -69.3% |
| All | -52.0% | +28.9% | -80.9% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling