-5.8%
LQD vs TRMB
-39.6%
+33.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -1.1% | -5.4% | +4.3% | -0.7% |
| 30D | -1.1% | -2.0% | +0.8% | -1.0% |
| 3M | -2.3% | +12.3% | -14.7% | -3.3% |
| 6M | -2.9% | -17.6% | +14.7% | -1.6% |
| YTD | -2.3% | -27.5% | +25.1% | -0.1% |
| 1Y | -2.2% | -29.1% | +26.9% | +0.1% |
| 3Y | +14.0% | +11.5% | +2.5% | +11.1% |
| 5Y | -5.8% | -39.5% | +33.7% | -4.5% |
| All | -5.8% | -39.6% | +33.8% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 5y: compounded portfolio wealth divided by compounded TRMB 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…
5y analysis · Full analysis span regression · 6 months rolling