+151.8%
HYG vs TRV
+993.6%
-841.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.7% | -1.5% | +0.7% | -0.5% |
| 30D | -0.6% | -1.8% | +1.2% | -0.3% |
| 3M | +0.4% | +21.6% | -21.2% | -3.3% |
| 6M | +1.2% | +22.5% | -21.2% | -2.8% |
| YTD | +1.5% | +28.1% | -26.7% | -3.4% |
| 1Y | +3.2% | +37.0% | -33.9% | -3.1% |
| 3Y | +25.9% | +141.9% | -116.0% | +4.8% |
| 5Y | +18.6% | +158.5% | -139.9% | -3.5% |
| 10Y | +55.8% | +297.5% | -241.8% | +12.1% |
| All | +151.8% | +993.6% | -841.8% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling