-3.0%
LQD vs TPG
+74.1%
-77.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.1% |
| 7D | -1.1% | -9.4% | +8.3% | -0.5% |
| 30D | -1.3% | -5.3% | +4.0% | -1.0% |
| 3M | -3.2% | +12.9% | -16.1% | -4.1% |
| 6M | -2.1% | +20.1% | -22.2% | -3.5% |
| YTD | -2.4% | -22.5% | +20.1% | -1.1% |
| 1Y | -2.7% | -19.7% | +17.0% | -1.7% |
| 3Y | +14.2% | +81.2% | -67.0% | +5.8% |
| All | -3.0% | +74.1% | -77.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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