+22.2%
LQD vs TMUS
+318.7%
-296.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -1.1% | -5.8% | +4.7% | -0.8% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | -2.3% | -4.0% | +1.6% | -2.2% |
| 6M | -2.9% | -18.1% | +15.2% | -2.0% |
| YTD | -2.3% | -11.3% | +9.0% | -1.9% |
| 1Y | -2.2% | -24.7% | +22.6% | -0.9% |
| 3Y | +14.0% | +35.4% | -21.4% | +11.1% |
| 5Y | -5.8% | +42.4% | -48.2% | -8.6% |
| All | +22.2% | +318.7% | -296.5% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling