+189.5%
LQD vs TD
+2,898.1%
-2,708.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | 0.0% | -1.9% | +1.9% | +0.1% |
| 30D | -0.2% | -1.6% | +1.4% | -0.1% |
| 3M | -1.7% | +4.6% | -6.3% | -1.9% |
| 6M | -2.7% | +26.8% | -29.5% | -3.8% |
| YTD | -1.4% | +28.3% | -29.7% | -2.6% |
| 1Y | -1.0% | +60.4% | -61.4% | -3.2% |
| 3Y | +15.1% | +125.7% | -110.7% | +10.6% |
| 5Y | -5.2% | +122.4% | -127.5% | -9.0% |
| 10Y | +23.3% | +297.1% | -273.8% | +15.2% |
| All | +189.5% | +2,898.1% | -2,708.6% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling