+1.6%
HYG vs TEM
-11.1%
+12.7%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.7% |
| 7D | -0.1% | -1.3% | +1.2% | -0.1% |
| 30D | +0.7% | -9.5% | +10.2% | +0.8% |
| 3M | -2.0% | +60.7% | -62.7% | -3.2% |
| 6M | -0.9% | +35.5% | -36.4% | -1.9% |
| YTD | +0.1% | +28.0% | -28.0% | -1.2% |
| 1Y | +1.6% | -10.5% | +12.1% | +1.1% |
| All | +1.6% | -11.1% | +12.7% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling