+189.9%
LQD vs TFC
+244.7%
-54.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +0.2% | +2.2% | -2.0% | +0.2% |
| 30D | -0.6% | -2.5% | +1.9% | -0.6% |
| 3M | -1.2% | +4.5% | -5.8% | -1.3% |
| 6M | -1.9% | +11.0% | -12.9% | -2.1% |
| YTD | -1.3% | +5.9% | -7.2% | -1.4% |
| 1Y | -1.0% | +14.6% | -15.6% | -1.3% |
| 3Y | +15.2% | +96.7% | -81.5% | +14.0% |
| 5Y | -4.4% | +15.6% | -20.0% | -5.0% |
| 10Y | +22.6% | +98.6% | -76.0% | +20.6% |
| All | +189.9% | +244.7% | -54.7% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling