+14.2%
LQD vs TRGP
+260.3%
-246.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.3% | +8.0% | -9.3% | -1.4% |
| 3M | -3.2% | +8.3% | -11.5% | -3.3% |
| 6M | -2.1% | +23.9% | -26.0% | -2.5% |
| YTD | -2.4% | +59.6% | -62.0% | -3.4% |
| 1Y | -2.7% | +79.4% | -82.1% | -4.0% |
| 3Y | +14.2% | +269.4% | -255.2% | +8.0% |
| All | +14.2% | +260.3% | -246.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 3y: compounded portfolio wealth divided by compounded TRGP 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…
3y analysis · Full analysis span regression · 6 months rolling