+31.0%
HYG vs TXG
+27.0%
+3.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -0.2% |
| 7D | -0.7% | +9.5% | -10.2% | -1.2% |
| 30D | -0.7% | +18.8% | -19.5% | -1.7% |
| 3M | -0.2% | +136.1% | -136.3% | -5.0% |
| 6M | +1.4% | +235.2% | -233.8% | -5.6% |
| YTD | +1.5% | +320.5% | -319.1% | -6.9% |
| 1Y | +2.9% | +425.2% | -422.3% | -7.2% |
| 3Y | +25.6% | +42.9% | -17.3% | +19.9% |
| 5Y | +18.6% | -62.8% | +81.4% | +18.1% |
| All | +31.0% | +27.0% | +3.9% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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