+108.1%
LQD vs TMUS
+329.7%
-221.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.6% | +4.9% | -6.5% | -1.7% |
| 30D | +0.5% | +7.7% | -7.2% | +0.4% |
| 3M | -2.3% | -6.8% | +4.5% | -2.2% |
| 6M | -3.1% | -9.7% | +6.6% | -3.0% |
| YTD | -3.0% | -15.0% | +12.0% | -2.8% |
| 1Y | -2.6% | -19.1% | +16.6% | -2.3% |
| 3Y | +15.2% | +21.4% | -6.2% | +14.5% |
| 5Y | -5.2% | +51.2% | -56.3% | -6.1% |
| 10Y | +24.6% | +240.2% | -215.6% | +21.9% |
| All | +108.1% | +329.7% | -221.7% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling