+76.5%
TXN vs HYG
+25.7%
+50.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.9% |
| 7D | +4.0% | -0.7% | +4.7% | +6.4% |
| 30D | -2.9% | -0.7% | -2.1% | -0.5% |
| 3M | -9.1% | -0.2% | -8.9% | -8.3% |
| 6M | +36.6% | +1.4% | +35.2% | +31.4% |
| YTD | +57.5% | +1.5% | +56.0% | +51.3% |
| 1Y | +49.5% | +2.9% | +46.6% | +37.5% |
| 3Y | +76.5% | +25.6% | +50.9% | +2.2% |
| All | +76.5% | +25.7% | +50.9% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling