+7.6%
LQD vs TEM
+60.7%
-53.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.2% | +3.2% | -3.0% | +0.2% |
| 30D | -0.6% | +23.5% | -24.1% | -1.0% |
| 3M | -1.2% | +32.3% | -33.5% | -1.7% |
| 6M | -1.9% | +23.0% | -25.0% | -2.4% |
| YTD | -1.3% | +8.9% | -10.1% | -1.7% |
| 1Y | -1.0% | -19.9% | +18.8% | -1.1% |
| All | +7.6% | +60.7% | -53.1% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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