-47.2%
TSLL vs USHY
+29.7%
-76.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +5.9% |
| 7D | +33.0% | -0.3% | +33.3% | +35.7% |
| 30D | +7.7% | +0.3% | +7.4% | +6.3% |
| 3M | +34.7% | -1.7% | +36.4% | +52.3% |
| 6M | -31.5% | -0.4% | -31.1% | -26.8% |
| YTD | -42.4% | +0.7% | -43.1% | -41.6% |
| 1Y | -39.7% | +1.8% | -41.5% | -42.3% |
| 3Y | +3.4% | +25.3% | -21.9% | -55.6% |
| All | -47.2% | +29.7% | -76.9% | -78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling