+17.9%
HYG vs TT
+131.0%
-113.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.1% |
| 7D | -0.4% | +4.0% | -4.4% | -0.9% |
| 30D | +0.7% | -11.3% | +12.0% | +2.2% |
| 3M | -2.1% | -12.3% | +10.2% | -0.5% |
| 6M | -0.8% | -10.8% | +10.0% | +0.4% |
| YTD | +0.3% | +8.2% | -7.9% | -1.7% |
| 1Y | +1.8% | +1.5% | +0.3% | +0.7% |
| 3Y | +24.1% | +91.5% | -67.3% | +7.5% |
| All | +17.9% | +131.0% | -113.2% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 5y: compounded portfolio wealth divided by compounded TT 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…
5y analysis · Full analysis span regression · 6 months rolling