+19.3%
HYG vs TPG
+74.1%
-54.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -0.7% | -9.4% | +8.7% | +0.3% |
| 30D | -0.7% | -5.3% | +4.5% | -0.3% |
| 3M | -0.2% | +12.9% | -13.1% | -1.7% |
| 6M | +1.4% | +20.1% | -18.7% | -0.9% |
| YTD | +1.5% | -22.5% | +23.9% | +3.8% |
| 1Y | +2.9% | -19.7% | +22.6% | +4.6% |
| 3Y | +25.6% | +81.2% | -55.6% | +11.6% |
| All | +19.3% | +74.1% | -54.9% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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