+151.8%
HYG vs TSEM
+701.8%
-550.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | -0.3% |
| 7D | -0.7% | +0.9% | -1.7% | -0.8% |
| 30D | -0.6% | -16.6% | +16.1% | +0.3% |
| 3M | +0.4% | -10.9% | +11.3% | +0.4% |
| 6M | +1.2% | +78.0% | -76.8% | -3.1% |
| YTD | +1.5% | +77.2% | -75.7% | -3.1% |
| 1Y | +3.2% | +207.6% | -204.4% | -4.7% |
| 3Y | +25.9% | +637.8% | -611.9% | +9.6% |
| 5Y | +18.6% | +617.0% | -598.4% | +2.7% |
| 10Y | +55.8% | +1,270.7% | -1,214.9% | +27.9% |
| All | +151.8% | +701.8% | -550.0% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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