+27.4%
HYG vs TE
-53.2%
+80.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.3% | -0.3% |
| 7D | -0.7% | +0.9% | -1.6% | -0.8% |
| 30D | -0.6% | -16.3% | +15.7% | -0.3% |
| 3M | +0.4% | -40.8% | +41.2% | +1.2% |
| 6M | +1.2% | -42.6% | +43.8% | +1.6% |
| YTD | +1.5% | -31.4% | +32.9% | +1.1% |
| 1Y | +3.2% | +144.9% | -141.7% | -1.1% |
| 3Y | +25.9% | -26.0% | +51.9% | +23.4% |
| 5Y | +18.6% | -48.5% | +67.1% | +16.5% |
| All | +27.4% | -53.2% | +80.6% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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