+25.6%
HYG vs TFC
+92.8%
-67.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -0.7% | -2.4% | +1.7% | -0.5% |
| 30D | -0.7% | -3.4% | +2.6% | -0.4% |
| 3M | -0.2% | +0.4% | -0.6% | -0.3% |
| 6M | +1.4% | +12.7% | -11.2% | 0.0% |
| YTD | +1.5% | +5.6% | -4.1% | +0.6% |
| 1Y | +2.9% | +16.0% | -13.1% | +0.9% |
| 3Y | +25.6% | +94.0% | -68.3% | +16.1% |
| All | +25.6% | +92.8% | -67.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 3y: compounded portfolio wealth divided by compounded TFC 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…
3y analysis · Full analysis span regression · 6 months rolling