-4.9%
LQD vs TMF
-88.9%
+83.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.1% |
| 7D | +0.2% | -1.1% | +1.2% | +0.3% |
| 30D | +1.4% | +11.8% | -10.4% | -0.5% |
| 3M | -1.1% | -4.0% | +2.9% | -0.6% |
| 6M | -2.9% | -16.5% | +13.6% | -0.3% |
| YTD | -2.3% | -19.9% | +17.6% | +0.8% |
| 1Y | -2.1% | -25.6% | +23.5% | +2.2% |
| 3Y | +15.9% | -29.9% | +45.8% | +19.4% |
| 5Y | -4.9% | -88.2% | +83.3% | +23.1% |
| All | -4.9% | -88.9% | +83.9% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling