+419.8%
TXN vs HYG
+56.1%
+363.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.9% |
| 7D | +4.0% | -0.7% | +4.7% | +5.4% |
| 30D | -2.9% | -0.7% | -2.1% | -1.4% |
| 3M | -9.1% | -0.2% | -8.9% | -8.6% |
| 6M | +36.6% | +1.4% | +35.2% | +33.4% |
| YTD | +57.5% | +1.5% | +56.0% | +53.8% |
| 1Y | +49.5% | +2.9% | +46.6% | +42.2% |
| 3Y | +76.5% | +25.6% | +50.9% | +18.1% |
| 5Y | +62.4% | +18.6% | +43.8% | +23.4% |
| All | +419.8% | +56.1% | +363.7% | +173.2% |
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 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