-5.2%
LQD vs TMUS
+42.2%
-47.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | 0.0% | -5.3% | +5.3% | +0.2% |
| 30D | -0.2% | +0.1% | -0.3% | -0.2% |
| 3M | -1.7% | -0.6% | -1.1% | -1.8% |
| 6M | -2.7% | -17.5% | +14.9% | -1.7% |
| YTD | -1.4% | -11.3% | +9.8% | -1.0% |
| 1Y | -1.0% | -25.4% | +24.4% | +0.6% |
| 3Y | +15.1% | +35.5% | -20.5% | +10.2% |
| 5Y | -5.2% | +41.9% | -47.1% | -9.7% |
| All | -5.2% | +42.2% | -47.3% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling