-1.9%
LQD vs TMF
-23.9%
+22.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.3% |
| 7D | +0.4% | +4.0% | -3.6% | -0.3% |
| 30D | +2.6% | +19.5% | -16.8% | -0.7% |
| 3M | -1.7% | -3.5% | +1.8% | -1.2% |
| 6M | -1.9% | -10.6% | +8.7% | -0.3% |
| YTD | -2.2% | -17.1% | +14.9% | +0.6% |
| 1Y | -1.9% | -24.3% | +22.4% | +2.4% |
| All | -1.9% | -23.9% | +22.0% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling