-1.9%
LQD vs TD
+61.0%
-62.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.5% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | +2.6% | +10.2% | -7.6% | +1.5% |
| 3M | -1.7% | +8.1% | -9.8% | -2.6% |
| 6M | -1.9% | +22.3% | -24.2% | -4.4% |
| YTD | -2.2% | +39.0% | -41.2% | -6.3% |
| 1Y | -1.9% | +62.6% | -64.5% | -7.3% |
| All | -1.9% | +61.0% | -62.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling