-5.8%
LQD vs TSEM
+610.6%
-616.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.8% |
| 7D | -1.1% | +0.9% | -2.0% | -1.1% |
| 30D | -1.1% | -16.6% | +15.5% | -0.9% |
| 3M | -2.3% | -10.9% | +8.6% | -2.4% |
| 6M | -2.9% | +78.0% | -80.9% | -4.3% |
| YTD | -2.3% | +77.2% | -79.5% | -3.8% |
| 1Y | -2.2% | +207.6% | -209.7% | -4.7% |
| 3Y | +14.0% | +637.8% | -623.8% | +8.3% |
| 5Y | -5.8% | +617.0% | -622.8% | -9.8% |
| All | -5.8% | +610.6% | -616.4% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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