+254.4%
HYG vs TNA
+924.1%
-669.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -0.7% | -7.3% | +6.6% | 0.0% |
| 30D | -0.7% | -14.2% | +13.4% | +0.6% |
| 3M | -0.2% | -4.6% | +4.4% | 0.0% |
| 6M | +1.4% | +36.9% | -35.5% | -2.1% |
| YTD | +1.5% | +42.5% | -41.1% | -2.8% |
| 1Y | +2.9% | +45.8% | -42.9% | -2.0% |
| 3Y | +25.6% | +104.7% | -79.0% | +11.2% |
| 5Y | +18.6% | -21.7% | +40.3% | +10.0% |
| 10Y | +55.7% | +83.8% | -28.1% | +18.1% |
| All | +254.4% | +924.1% | -669.7% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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