+151.8%
HYG vs TTMI
+1,147.1%
-995.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.3% |
| 7D | -0.7% | +6.0% | -6.8% | -1.3% |
| 30D | -0.6% | -6.4% | +5.8% | -0.2% |
| 3M | +0.4% | -28.9% | +29.3% | +2.4% |
| 6M | +1.2% | +26.9% | -25.6% | -2.4% |
| YTD | +1.5% | +77.3% | -75.8% | -5.6% |
| 1Y | +3.2% | +147.5% | -144.3% | -7.5% |
| 3Y | +25.9% | +847.6% | -821.7% | -2.0% |
| 5Y | +18.6% | +802.2% | -783.6% | -8.5% |
| 10Y | +55.8% | +1,076.3% | -1,020.6% | +13.5% |
| All | +151.8% | +1,147.1% | -995.3% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling