+18.6%
HYG vs TMUS
+41.4%
-22.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.7% | -5.8% | +5.0% | -0.3% |
| 30D | -0.6% | -0.2% | -0.4% | -0.6% |
| 3M | +0.4% | -4.0% | +4.4% | +0.6% |
| 6M | +1.2% | -18.1% | +19.3% | +2.8% |
| YTD | +1.5% | -11.3% | +12.8% | +2.2% |
| 1Y | +3.2% | -24.7% | +27.9% | +5.7% |
| 3Y | +25.9% | +35.4% | -9.5% | +17.2% |
| 5Y | +18.6% | +42.4% | -23.9% | +9.8% |
| All | +18.6% | +41.4% | -22.8% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling