+189.5%
LQD vs TRV
+2,091.1%
-1,901.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -0.2% | -2.3% | +2.1% | -0.1% |
| 3M | -1.7% | +22.7% | -24.4% | -2.5% |
| 6M | -2.7% | +21.9% | -24.6% | -3.5% |
| YTD | -1.4% | +27.5% | -28.9% | -2.4% |
| 1Y | -1.0% | +36.2% | -37.2% | -2.2% |
| 3Y | +15.1% | +140.6% | -125.5% | +11.0% |
| 5Y | -5.2% | +154.5% | -159.7% | -8.9% |
| 10Y | +23.3% | +295.4% | -272.1% | +15.6% |
| All | +189.5% | +2,091.1% | -1,901.6% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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