+71.0%
LQD vs TRGP
+2,242.0%
-2,171.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | 0.0% | -0.7% | +0.7% | 0.0% |
| 30D | -0.2% | +9.5% | -9.7% | -0.4% |
| 3M | -1.7% | +10.8% | -12.5% | -1.9% |
| 6M | -2.7% | +25.3% | -28.0% | -3.2% |
| YTD | -1.4% | +60.3% | -61.7% | -2.5% |
| 1Y | -1.0% | +84.6% | -85.5% | -2.4% |
| 3Y | +15.1% | +264.4% | -249.3% | +11.6% |
| 5Y | -5.2% | +636.6% | -641.8% | -9.5% |
| 10Y | +23.3% | +848.9% | -825.6% | +14.1% |
| All | +71.0% | +2,242.0% | -2,171.0% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling