+1.2%
HYG vs TMO
+21.2%
-20.0%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.1% |
| 7D | -0.4% | -4.5% | +4.2% | -0.2% |
| 30D | 0.0% | +3.1% | -3.1% | -0.1% |
| 3M | -2.3% | +17.2% | -19.5% | -2.9% |
| 6M | -1.3% | +45.3% | -46.6% | -3.0% |
| YTD | -0.3% | +17.1% | -17.4% | -1.1% |
| 1Y | +1.2% | +19.7% | -18.5% | +0.1% |
| All | +1.2% | +21.2% | -20.0% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling