+55.2%
HYG vs TRV
+306.9%
-251.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -0.7% | +1.9% | -2.6% | -1.0% |
| 30D | -0.7% | +1.7% | -2.4% | -1.0% |
| 3M | -0.2% | +23.9% | -24.1% | -3.4% |
| 6M | +1.4% | +26.3% | -24.8% | -2.1% |
| YTD | +1.5% | +30.8% | -29.4% | -2.7% |
| 1Y | +2.9% | +36.3% | -33.4% | -2.0% |
| 3Y | +25.6% | +145.0% | -119.4% | +8.1% |
| 5Y | +18.6% | +163.9% | -145.3% | -0.3% |
| All | +55.2% | +306.9% | -251.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling