+143.7%
LQD vs TCOM
+2,536.0%
-2,392.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.9% |
| 7D | -1.1% | -6.5% | +5.4% | -1.0% |
| 30D | -1.1% | -16.2% | +15.1% | -0.9% |
| 3M | -2.3% | -19.3% | +17.0% | -2.1% |
| 6M | -2.9% | -27.2% | +24.3% | -2.5% |
| YTD | -2.3% | -46.2% | +43.9% | -1.6% |
| 1Y | -2.2% | -46.6% | +44.4% | -1.4% |
| 3Y | +14.0% | +8.4% | +5.6% | +13.5% |
| 5Y | -5.8% | +25.8% | -31.6% | -6.8% |
| 10Y | +22.2% | -11.9% | +34.1% | +20.8% |
| All | +143.7% | +2,536.0% | -2,392.4% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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