+19.0%
HYG vs TYL
-29.1%
+48.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -0.2% | -8.6% | +8.4% | +0.7% |
| 30D | -0.1% | +7.5% | -7.6% | -0.9% |
| 3M | +0.7% | +10.9% | -10.2% | -0.7% |
| 6M | +1.5% | -6.7% | +8.2% | +2.0% |
| YTD | +1.9% | -24.5% | +26.5% | +5.1% |
| 1Y | +3.7% | -38.6% | +42.4% | +10.0% |
| 3Y | +26.5% | -12.6% | +39.1% | +25.2% |
| 5Y | +19.0% | -28.2% | +47.2% | +17.6% |
| All | +19.0% | -29.1% | +48.1% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling