+24.0%
TSM vs HYG
+1.2%
+22.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | +0.7% |
| 7D | +2.6% | -0.7% | +3.4% | +6.8% |
| 30D | +1.4% | -0.6% | +2.0% | +4.5% |
| 3M | +5.0% | +0.4% | +4.5% | +3.0% |
| 6M | +24.0% | +1.2% | +22.7% | +18.2% |
| All | +24.0% | +1.2% | +22.7% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling