0.0%
LQD vs TMO
+27.8%
-27.8%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -0.4% | -1.4% | +0.9% | -0.3% |
| 30D | -0.8% | +6.2% | -7.0% | -1.0% |
| 3M | -1.9% | +27.5% | -29.4% | -3.1% |
| 6M | -2.7% | +20.0% | -22.6% | -3.7% |
| YTD | -1.3% | +6.1% | -7.4% | -1.9% |
| 1Y | 0.0% | +25.8% | -25.9% | -1.1% |
| All | 0.0% | +27.8% | -27.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling