+196.6%
HYG vs TMF
-72.0%
+268.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -0.4% | -9.3% | +8.9% | -0.6% |
| 30D | +0.7% | +1.9% | -1.2% | +0.7% |
| 3M | -2.1% | -11.2% | +9.1% | -2.3% |
| 6M | -0.8% | -17.7% | +16.9% | -1.2% |
| YTD | +0.3% | -24.5% | +24.7% | -0.3% |
| 1Y | +1.8% | -29.4% | +31.2% | +1.1% |
| 3Y | +24.1% | -33.4% | +57.6% | +23.7% |
| 5Y | +17.7% | -88.7% | +106.4% | +8.9% |
| 10Y | +56.8% | -82.5% | +139.2% | +52.6% |
| All | +196.6% | -72.0% | +268.6% | +208.6% |
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