+186.8%
LQD vs TMO
+3,782.2%
-3,595.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -1.3% | +1.1% | -2.4% | -1.3% |
| 3M | -3.2% | +28.3% | -31.5% | -4.1% |
| 6M | -2.1% | +23.3% | -25.4% | -3.0% |
| YTD | -2.4% | +5.5% | -7.8% | -2.7% |
| 1Y | -2.7% | +24.5% | -27.2% | -3.6% |
| 3Y | +14.2% | +19.6% | -5.4% | +13.0% |
| 5Y | -5.8% | +8.1% | -13.9% | -6.7% |
| 10Y | +22.2% | +336.7% | -314.6% | +18.0% |
| All | +186.8% | +3,782.2% | -3,595.4% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling