+25.2%
LQD vs TFC
+79.2%
-54.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -1.6% | +2.3% | -3.9% | -1.7% |
| 30D | +0.5% | +10.8% | -10.3% | +0.2% |
| 3M | -2.3% | -3.8% | +1.4% | -2.2% |
| 6M | -3.1% | +9.6% | -12.6% | -3.3% |
| YTD | -3.0% | +5.8% | -8.8% | -3.2% |
| 1Y | -2.6% | +16.2% | -18.7% | -3.0% |
| 3Y | +15.2% | +96.0% | -80.8% | +13.0% |
| 5Y | -5.2% | +1.7% | -6.9% | -6.3% |
| All | +25.2% | +79.2% | -54.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling