+106.6%
LQD vs TMF
-71.6%
+178.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.4% |
| 7D | -1.5% | -8.2% | +6.6% | -0.6% |
| 30D | +0.9% | +5.3% | -4.5% | +0.2% |
| 3M | -1.7% | -8.5% | +6.8% | -0.8% |
| 6M | -2.8% | -17.2% | +14.4% | -0.8% |
| YTD | -2.8% | -23.4% | +20.7% | -0.1% |
| 1Y | -2.8% | -30.2% | +27.4% | +0.9% |
| 3Y | +15.5% | -32.9% | +48.4% | +18.7% |
| 5Y | -4.9% | -88.5% | +83.6% | +13.7% |
| 10Y | +24.9% | -82.2% | +107.1% | +38.7% |
| All | +106.6% | -71.6% | +178.2% | +104.2% |
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