+1,779.8%
TSM vs HYG
+56.1%
+1,723.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.3% |
| 7D | +1.0% | -0.7% | +1.7% | +2.4% |
| 30D | +1.0% | -0.7% | +1.7% | +2.4% |
| 3M | +2.9% | -0.2% | +3.1% | +3.4% |
| 6M | +22.8% | +1.4% | +21.4% | +20.5% |
| YTD | +43.3% | +1.5% | +41.8% | +40.7% |
| 1Y | +69.2% | +2.9% | +66.3% | +62.2% |
| 3Y | +404.5% | +25.6% | +378.9% | +247.8% |
| 5Y | +282.2% | +18.6% | +263.6% | +194.9% |
| All | +1,779.8% | +56.1% | +1,723.7% | +930.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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