+202.2%
HYG vs TMF
-68.9%
+271.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -0.2% | -1.4% | +1.3% | -0.2% |
| 30D | +0.1% | -2.8% | +2.9% | 0.0% |
| 3M | +0.7% | -10.9% | +11.6% | +0.4% |
| 6M | +1.5% | -21.3% | +22.8% | +1.0% |
| YTD | +2.2% | -15.9% | +18.1% | +1.8% |
| 1Y | +3.9% | -15.7% | +19.6% | +3.6% |
| 3Y | +26.0% | -43.4% | +69.4% | +24.7% |
| 5Y | +19.2% | -87.8% | +106.9% | +10.4% |
| 10Y | +54.8% | -86.7% | +141.6% | +47.3% |
| All | +202.2% | -68.9% | +271.1% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling