+55.6%
HYG vs TYL
+183.6%
-128.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | +0.7% | +21.1% | -20.4% | -1.6% |
| 3M | -2.1% | +28.9% | -31.0% | -5.2% |
| 6M | -0.8% | +42.0% | -42.8% | -5.4% |
| YTD | +0.3% | -6.6% | +6.9% | +0.6% |
| 1Y | +1.8% | -9.1% | +10.8% | +2.4% |
| 3Y | +24.1% | +1.8% | +22.3% | +21.4% |
| 5Y | +17.7% | -22.9% | +40.7% | +17.6% |
| All | +55.6% | +183.6% | -128.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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