Question about True Yield and Street Convention Yield.

So true yield methods will make the coupon payments to be made later than in street convention, because of holidays and stuff. But I was wondering how this would make the True Yield Convention’s yield smaller than the Street convention method’s yield?

Could anyone possibly help out with the maths/logic of this?

Suppose we are taking 30/360 convention. Essentially we are removing holidays and weekends for true yield convention because we cannot have coupon payments during those days. Hence, I’m guessing the effective number of days decreases and hence the power of interest (30/360) decreases making true yield smaller than street convention.

This is my understanding and it’s highly debatable.