-46.0%
TSLL vs USHY
+1.9%
-47.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.7% | -7.0% | -12.6% |
| 7D | -9.4% | -0.2% | -9.2% | -8.2% |
| 30D | +1.6% | +0.7% | +0.9% | -5.6% |
| 3M | +29.4% | -2.2% | +31.6% | +65.8% |
| 6M | -20.1% | -0.9% | -19.3% | -7.5% |
| YTD | -44.5% | +0.2% | -44.7% | -41.3% |
| 1Y | -46.0% | +1.7% | -47.7% | -56.2% |
| All | -46.0% | +1.9% | -47.9% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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