+18.3%
HYG vs TXT
+14.1%
+4.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.3% |
| 7D | -0.7% | +2.5% | -3.2% | -1.0% |
| 30D | -0.7% | -8.9% | +8.1% | +0.5% |
| 3M | -0.2% | -13.6% | +13.4% | +1.7% |
| 6M | +1.4% | -13.1% | +14.5% | +3.1% |
| YTD | +1.5% | -7.0% | +8.5% | +1.9% |
| 1Y | +2.9% | -1.4% | +4.3% | +2.3% |
| 3Y | +25.6% | +7.0% | +18.7% | +21.4% |
| All | +18.3% | +14.1% | +4.1% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling