+1,312.6%
TXN vs HYG
+151.7%
+1,160.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | -0.7% | +4.7% | +4.8% |
| 30D | -2.9% | -0.7% | -2.1% | -2.0% |
| 3M | -9.1% | -0.2% | -8.9% | -8.8% |
| 6M | +36.6% | +1.4% | +35.2% | +34.8% |
| YTD | +57.5% | +1.5% | +56.0% | +55.4% |
| 1Y | +49.5% | +2.9% | +46.6% | +45.3% |
| 3Y | +76.5% | +25.6% | +50.9% | +39.6% |
| 5Y | +62.4% | +18.6% | +43.8% | +38.1% |
| 10Y | +429.7% | +55.7% | +374.0% | +262.3% |
| All | +1,312.6% | +151.7% | +1,160.9% | +587.8% |
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 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