+153.0%
HYG vs TSN
+263.5%
-110.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | -0.2% | -7.3% | +7.1% | +0.6% |
| 30D | -0.1% | -8.6% | +8.6% | +0.8% |
| 3M | +0.7% | -7.5% | +8.2% | +1.4% |
| 6M | +1.5% | -14.1% | +15.7% | +2.9% |
| YTD | +1.9% | -9.4% | +11.4% | +2.7% |
| 1Y | +3.7% | -4.1% | +7.8% | +3.7% |
| 3Y | +26.5% | +10.3% | +16.1% | +23.9% |
| 5Y | +19.0% | -19.7% | +38.7% | +19.8% |
| 10Y | +56.5% | -7.0% | +63.5% | +51.4% |
| All | +153.0% | +263.5% | -110.6% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling