+189.5%
LQD vs TRMB
+2,321.9%
-2,132.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | -0.1% |
| 7D | 0.0% | -2.9% | +2.9% | 0.0% |
| 30D | -0.2% | -1.8% | +1.6% | -0.2% |
| 3M | -1.7% | +8.4% | -10.1% | -1.8% |
| 6M | -2.7% | -18.5% | +15.8% | -2.4% |
| YTD | -1.4% | -26.7% | +25.3% | -1.0% |
| 1Y | -1.0% | -28.3% | +27.3% | -0.6% |
| 3Y | +15.1% | +12.6% | +2.5% | +14.7% |
| 5Y | -5.2% | -38.7% | +33.5% | -5.2% |
| 10Y | +23.3% | +120.8% | -97.4% | +23.2% |
| All | +189.5% | +2,321.9% | -2,132.5% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling