+55.2%
HYG vs TMF
-86.4%
+141.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -0.7% | -5.1% | +4.4% | -0.6% |
| 30D | -0.7% | -4.6% | +3.9% | -0.7% |
| 3M | -0.2% | -16.6% | +16.4% | +0.1% |
| 6M | +1.4% | -19.9% | +21.3% | +1.8% |
| YTD | +1.5% | -20.2% | +21.6% | +1.8% |
| 1Y | +2.9% | -27.7% | +30.6% | +3.4% |
| 3Y | +25.6% | -43.9% | +69.6% | +26.1% |
| 5Y | +18.6% | -88.4% | +107.0% | +14.7% |
| All | +55.2% | -86.4% | +141.6% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling