+55.2%
HYG vs TTMI
+1,127.6%
-1,072.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.3% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -0.7% | -8.4% | +7.7% | -0.3% |
| 3M | -0.2% | -32.5% | +32.3% | +2.0% |
| 6M | +1.4% | +32.5% | -31.1% | -2.3% |
| YTD | +1.5% | +83.2% | -81.8% | -5.4% |
| 1Y | +2.9% | +161.7% | -158.8% | -7.6% |
| 3Y | +25.6% | +890.1% | -864.5% | -2.4% |
| 5Y | +18.6% | +832.4% | -813.9% | -8.6% |
| All | +55.2% | +1,127.6% | -1,072.4% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling