+109.7%
LQD vs TMF
-68.9%
+178.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.4% | -1.4% | +1.0% | -0.2% |
| 30D | -0.8% | -2.8% | +2.1% | -0.5% |
| 3M | -1.9% | -10.9% | +9.0% | -0.7% |
| 6M | -2.7% | -21.3% | +18.7% | -0.1% |
| YTD | -1.3% | -15.9% | +14.6% | +0.5% |
| 1Y | 0.0% | -15.7% | +15.7% | +1.6% |
| 3Y | +14.9% | -43.4% | +58.3% | +19.9% |
| 5Y | -4.6% | -87.8% | +83.2% | +13.2% |
| 10Y | +22.0% | -86.7% | +108.7% | +38.7% |
| All | +109.7% | -68.9% | +178.6% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling