+111.4%
HYG vs TRGP
+2,246.2%
-2,134.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.7% | -0.6% | -0.2% | -0.7% |
| 30D | -0.6% | +10.0% | -10.5% | -1.4% |
| 3M | +0.4% | +7.6% | -7.2% | -0.3% |
| 6M | +1.2% | +26.8% | -25.6% | -0.9% |
| YTD | +1.5% | +60.6% | -59.1% | -2.6% |
| 1Y | +3.2% | +82.5% | -79.3% | -2.1% |
| 3Y | +25.9% | +265.0% | -239.1% | +12.2% |
| 5Y | +18.6% | +645.9% | -627.3% | -0.9% |
| 10Y | +55.8% | +850.7% | -794.9% | +19.6% |
| All | +111.4% | +2,246.2% | -2,134.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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