+151.7%
HYG vs TSCO
+1,356.7%
-1,204.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.7% | -5.7% | +5.0% | -0.1% |
| 30D | -0.7% | -8.8% | +8.0% | +0.2% |
| 3M | -0.2% | +6.3% | -6.5% | -0.9% |
| 6M | +1.4% | -32.3% | +33.7% | +5.2% |
| YTD | +1.5% | -32.7% | +34.2% | +5.2% |
| 1Y | +2.9% | -43.7% | +46.6% | +8.6% |
| 3Y | +25.6% | -19.7% | +45.3% | +26.7% |
| 5Y | +18.6% | -11.6% | +30.2% | +17.4% |
| 10Y | +55.7% | +184.1% | -128.3% | +33.8% |
| All | +151.7% | +1,356.7% | -1,204.9% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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