+23.3%
LQD vs TMF
-86.2%
+109.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | 0.0% | -0.9% | +0.8% | +0.1% |
| 30D | -0.2% | -1.0% | +0.8% | -0.1% |
| 3M | -1.7% | -11.3% | +9.6% | -0.2% |
| 6M | -2.7% | -22.7% | +20.0% | +0.6% |
| YTD | -1.4% | -17.3% | +15.9% | +0.9% |
| 1Y | -1.0% | -22.5% | +21.5% | +2.1% |
| 3Y | +15.1% | -43.2% | +58.3% | +21.0% |
| 5Y | -5.2% | -88.3% | +83.1% | +16.2% |
| 10Y | +23.3% | -86.0% | +109.3% | +41.2% |
| All | +23.3% | -86.2% | +109.5% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling