+153.0%
HYG vs TFC
+158.7%
-5.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | -0.1% | -2.3% | +2.3% | +0.2% |
| 3M | +0.7% | +2.5% | -1.8% | +0.3% |
| 6M | +1.5% | +9.5% | -8.0% | +0.1% |
| YTD | +1.9% | +5.1% | -3.1% | +1.0% |
| 1Y | +3.7% | +15.5% | -11.8% | +1.4% |
| 3Y | +26.5% | +95.2% | -68.7% | +13.9% |
| 5Y | +19.0% | +14.5% | +4.5% | +13.4% |
| 10Y | +56.5% | +97.2% | -40.7% | +33.0% |
| All | +153.0% | +158.7% | -5.8% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling