+1.6%
HYG vs TMUS
-20.4%
+22.0%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.7% |
| 7D | -0.1% | +7.5% | -7.6% | 0.0% |
| 30D | +0.7% | -3.3% | +4.0% | +0.7% |
| 3M | -2.0% | -9.7% | +7.6% | -2.1% |
| 6M | -0.9% | -17.2% | +16.3% | -1.1% |
| YTD | +0.1% | -20.3% | +20.4% | -0.3% |
| 1Y | +1.6% | -21.2% | +22.8% | +1.3% |
| All | +1.6% | -20.4% | +22.0% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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