+15.3%
LQD vs TFC
+91.9%
-76.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | -0.2% | -2.3% | +2.1% | -0.1% |
| 3M | -1.7% | +2.5% | -4.1% | -1.9% |
| 6M | -2.7% | +9.5% | -12.2% | -3.3% |
| YTD | -1.4% | +5.1% | -6.5% | -1.9% |
| 1Y | -1.0% | +15.5% | -16.5% | -2.1% |
| All | +15.3% | +91.9% | -76.6% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling