+22.2%
LQD vs TFC
+98.7%
-76.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -1.3% | -3.4% | +2.1% | -1.2% |
| 3M | -3.2% | +0.4% | -3.6% | -3.2% |
| 6M | -2.1% | +12.7% | -14.8% | -2.5% |
| YTD | -2.4% | +5.6% | -7.9% | -2.5% |
| 1Y | -2.7% | +16.0% | -18.7% | -3.1% |
| 3Y | +14.2% | +94.0% | -79.8% | +12.2% |
| 5Y | -5.8% | +16.2% | -22.0% | -7.0% |
| All | +22.2% | +98.7% | -76.6% | +22.1% |
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