+25.6%
HYG vs TW
+19.1%
+6.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.7% | -4.5% | +3.8% | -0.6% |
| 30D | -0.7% | -2.3% | +1.5% | -0.7% |
| 3M | -0.2% | +2.6% | -2.8% | -0.3% |
| 6M | +1.4% | -17.5% | +19.0% | +2.1% |
| YTD | +1.5% | -5.3% | +6.8% | +1.5% |
| 1Y | +2.9% | -14.8% | +17.7% | +3.4% |
| 3Y | +25.6% | +18.8% | +6.8% | +24.0% |
| All | +25.6% | +19.1% | +6.6% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling