+151.3%
HYG vs TEL
+736.1%
-584.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.7% |
| 7D | -0.7% | +1.6% | -2.3% | -1.0% |
| 30D | -0.7% | -0.7% | -0.1% | -0.7% |
| 3M | -0.2% | +2.4% | -2.6% | -0.9% |
| 6M | +1.4% | +4.1% | -2.7% | -0.1% |
| YTD | +1.5% | -5.8% | +7.3% | +1.6% |
| 1Y | +2.9% | +0.9% | +2.0% | +1.4% |
| 3Y | +25.6% | +72.6% | -47.0% | +9.9% |
| 5Y | +18.6% | +57.5% | -39.0% | +4.4% |
| 10Y | +55.7% | +313.6% | -257.9% | +9.4% |
| All | +151.3% | +736.1% | -584.8% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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