-55.4%
TSLL vs USHY
+32.0%
-87.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.7% |
| 7D | +1.9% | -0.1% | +2.0% | +3.0% |
| 30D | +17.8% | +0.1% | +17.7% | +17.7% |
| 3M | -37.0% | +0.8% | -37.8% | -38.4% |
| 6M | -37.7% | +1.7% | -39.4% | -41.7% |
| YTD | -51.4% | +2.5% | -53.8% | -56.2% |
| 1Y | -23.4% | +4.4% | -27.8% | -37.0% |
| 3Y | -30.8% | +27.4% | -58.2% | -73.3% |
| All | -55.4% | +32.0% | -87.4% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling