-2.6%
LQD vs TMUS
-18.1%
+15.6%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.6% | +4.9% | -6.5% | -1.6% |
| 30D | +0.5% | +7.7% | -7.2% | +0.5% |
| 3M | -2.3% | -6.8% | +4.5% | -2.4% |
| 6M | -3.1% | -9.7% | +6.6% | -3.2% |
| YTD | -3.0% | -15.0% | +12.0% | -3.1% |
| 1Y | -2.6% | -19.1% | +16.6% | -3.0% |
| All | -2.6% | -18.1% | +15.6% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling