+153.4%
HYG vs TT
+2,105.5%
-1,952.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | +1.6% | -1.5% | -0.2% |
| 30D | -0.1% | -7.3% | +7.2% | +1.2% |
| 3M | +1.0% | -2.6% | +3.6% | +1.2% |
| 6M | +2.3% | +5.9% | -3.6% | +0.9% |
| YTD | +2.1% | +15.4% | -13.3% | -1.0% |
| 1Y | +3.8% | +8.2% | -4.5% | +1.6% |
| 3Y | +26.7% | +122.7% | -96.0% | +7.2% |
| 5Y | +19.3% | +145.0% | -125.7% | -2.0% |
| 10Y | +55.3% | +893.7% | -838.5% | -3.8% |
| All | +153.4% | +2,105.5% | -1,952.1% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling