-2.8%
LQD vs TMF
-17.8%
+15.0%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.1% |
| 7D | -1.5% | -8.2% | +6.6% | 0.0% |
| 30D | +0.9% | +5.3% | -4.5% | -0.2% |
| 3M | -1.7% | -8.5% | +6.8% | -0.3% |
| 6M | -2.8% | -17.2% | +14.4% | +0.1% |
| All | -2.8% | -17.8% | +15.0% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling