+123.5%
LQD vs TDG
+13,008.0%
-12,884.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -1.1% | -1.9% | +0.8% | -1.0% |
| 30D | -1.3% | -7.7% | +6.4% | -1.0% |
| 3M | -3.2% | -9.3% | +6.1% | -2.9% |
| 6M | -2.1% | -9.4% | +7.2% | -1.9% |
| YTD | -2.4% | -14.3% | +11.9% | -2.0% |
| 1Y | -2.7% | -11.8% | +9.2% | -2.4% |
| 3Y | +14.2% | +52.0% | -37.8% | +12.3% |
| 5Y | -5.8% | +128.8% | -134.6% | -8.7% |
| 10Y | +22.2% | +543.8% | -521.7% | +16.1% |
| All | +123.5% | +13,008.0% | -12,884.5% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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