+18.3%
HYG vs TRMB
-39.0%
+57.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.2% |
| 7D | -0.7% | -3.0% | +2.3% | -0.3% |
| 30D | -0.7% | +2.3% | -3.1% | -1.1% |
| 3M | -0.2% | +15.3% | -15.5% | -2.2% |
| 6M | +1.4% | -14.7% | +16.1% | +3.3% |
| YTD | +1.5% | -26.4% | +27.9% | +5.2% |
| 1Y | +2.9% | -30.4% | +33.3% | +7.4% |
| 3Y | +25.6% | +13.5% | +12.1% | +19.9% |
| All | +18.3% | -39.0% | +57.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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