+153.0%
HYG vs TMUS
+359.4%
-206.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -0.1% | +3.1% | -3.2% | -0.4% |
| 3M | +1.0% | +2.4% | -1.4% | +0.6% |
| 6M | +2.3% | -17.1% | +19.4% | +3.8% |
| YTD | +2.1% | -9.1% | +11.2% | +2.6% |
| 1Y | +3.8% | -23.6% | +27.4% | +5.9% |
| 3Y | +26.7% | +38.8% | -12.1% | +21.7% |
| 5Y | +19.3% | +43.0% | -23.7% | +13.7% |
| 10Y | +55.3% | +309.1% | -253.8% | +33.5% |
| All | +153.0% | +359.4% | -206.5% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling