+55.2%
HYG vs TSN
-4.9%
+60.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.7% | +3.0% | -3.7% | -1.0% |
| 30D | -0.7% | -4.2% | +3.5% | -0.4% |
| 3M | -0.2% | -3.9% | +3.7% | 0.0% |
| 6M | +1.4% | -9.8% | +11.3% | +2.1% |
| YTD | +1.5% | -7.3% | +8.7% | +1.8% |
| 1Y | +2.9% | -2.2% | +5.1% | +2.7% |
| 3Y | +25.6% | +11.9% | +13.8% | +23.2% |
| 5Y | +18.6% | -16.9% | +35.5% | +19.0% |
| All | +55.2% | -4.9% | +60.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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