+151.7%
HYG vs TMO
+1,237.5%
-1,085.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -0.7% | +1.1% | -1.9% | -1.0% |
| 3M | -0.2% | +28.3% | -28.5% | -4.8% |
| 6M | +1.4% | +23.3% | -21.8% | -2.8% |
| YTD | +1.5% | +5.5% | -4.0% | -0.1% |
| 1Y | +2.9% | +24.5% | -21.7% | -2.0% |
| 3Y | +25.6% | +19.6% | +6.1% | +19.1% |
| 5Y | +18.6% | +8.1% | +10.4% | +13.1% |
| 10Y | +55.7% | +336.7% | -281.0% | +8.3% |
| All | +151.7% | +1,237.5% | -1,085.8% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling