+153.5%
HYG vs TYL
+2,775.4%
-2,621.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +4.0% | +0.4% |
| 7D | -0.2% | -3.7% | +3.5% | +0.3% |
| 30D | +0.1% | +18.7% | -18.6% | -2.1% |
| 3M | +0.7% | +18.1% | -17.5% | -1.7% |
| 6M | +1.5% | -1.1% | +2.6% | +1.1% |
| YTD | +2.2% | -19.8% | +22.0% | +4.2% |
| 1Y | +3.9% | -34.3% | +38.2% | +8.7% |
| 3Y | +26.0% | -8.2% | +34.2% | +24.8% |
| 5Y | +19.2% | -25.4% | +44.6% | +19.6% |
| 10Y | +54.8% | +115.6% | -60.8% | +33.2% |
| All | +153.5% | +2,775.4% | -2,621.9% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling