+18.6%
HYG vs TMF
-88.5%
+107.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | -0.2% |
| 7D | -0.7% | -4.8% | +4.0% | -0.4% |
| 30D | -0.6% | -4.9% | +4.3% | -0.3% |
| 3M | +0.4% | -13.4% | +13.8% | +1.3% |
| 6M | +1.2% | -23.0% | +24.3% | +2.9% |
| YTD | +1.5% | -20.2% | +21.7% | +2.9% |
| 1Y | +3.2% | -26.5% | +29.6% | +5.1% |
| 3Y | +25.9% | -45.2% | +71.1% | +29.0% |
| 5Y | +18.6% | -88.4% | +107.0% | +27.1% |
| All | +18.6% | -88.5% | +107.1% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling