+3.9%
HYG vs TTMI
+171.3%
-167.4%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.9% | -0.2% |
| 7D | -0.2% | +5.9% | -6.0% | -0.3% |
| 30D | +0.1% | -4.3% | +4.4% | +0.1% |
| 3M | +0.7% | -32.0% | +32.7% | +1.3% |
| 6M | +1.5% | +19.5% | -18.0% | +0.4% |
| YTD | +2.2% | +82.0% | -79.9% | +0.4% |
| 1Y | +3.9% | +172.6% | -168.7% | +0.8% |
| All | +3.9% | +171.3% | -167.4% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling