+126.5%
LQD vs TNA
+913.2%
-786.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.8% |
| 7D | -1.1% | -7.6% | +6.5% | -0.9% |
| 30D | -1.1% | -13.6% | +12.5% | -0.8% |
| 3M | -2.3% | +2.8% | -5.2% | -2.4% |
| 6M | -2.9% | +34.5% | -37.4% | -3.6% |
| YTD | -2.3% | +41.0% | -43.3% | -3.2% |
| 1Y | -2.2% | +52.0% | -54.2% | -3.3% |
| 3Y | +14.0% | +103.5% | -89.5% | +11.1% |
| 5Y | -5.8% | -22.5% | +16.8% | -7.6% |
| 10Y | +22.2% | +81.9% | -59.7% | +17.1% |
| All | +126.5% | +913.2% | -786.6% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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