+7,413.5%
TSM vs HYG
+153.0%
+7,260.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.6% |
| 7D | +4.8% | -0.2% | +4.9% | +5.0% |
| 30D | +4.0% | -0.1% | +4.1% | +4.2% |
| 3M | +2.0% | +0.7% | +1.3% | +1.3% |
| 6M | +25.5% | +1.5% | +24.0% | +23.8% |
| YTD | +44.0% | +1.9% | +42.1% | +41.4% |
| 1Y | +75.4% | +3.7% | +71.7% | +69.0% |
| 3Y | +406.7% | +26.5% | +380.3% | +291.1% |
| 5Y | +285.0% | +19.0% | +266.0% | +222.8% |
| 10Y | +1,815.4% | +56.5% | +1,758.9% | +1,142.0% |
| All | +7,413.5% | +153.0% | +7,260.6% | +3,002.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling