+151.7%
HYG vs TDG
+8,030.9%
-7,879.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -0.7% | -1.9% | +1.2% | -0.4% |
| 30D | -0.7% | -7.7% | +7.0% | +0.4% |
| 3M | -0.2% | -9.3% | +9.1% | +1.1% |
| 6M | +1.4% | -9.4% | +10.8% | +2.5% |
| YTD | +1.5% | -14.3% | +15.7% | +3.2% |
| 1Y | +2.9% | -11.8% | +14.7% | +4.2% |
| 3Y | +25.6% | +52.0% | -26.3% | +16.1% |
| 5Y | +18.6% | +128.8% | -110.3% | +1.9% |
| 10Y | +55.7% | +543.8% | -488.1% | +9.5% |
| All | +151.7% | +8,030.9% | -7,879.2% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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