+27.8%
HYG vs TLN
+574.4%
-546.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.7% |
| 30D | -0.7% | -14.3% | +13.6% | -0.3% |
| 3M | -0.2% | -9.3% | +9.1% | 0.0% |
| 6M | +1.4% | -1.1% | +2.5% | +1.2% |
| YTD | +1.5% | -16.6% | +18.0% | +1.6% |
| 1Y | +2.9% | -22.0% | +24.9% | +3.2% |
| 3Y | +25.6% | +470.2% | -444.5% | +14.5% |
| All | +27.8% | +574.4% | -546.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling