+189.9%
LQD vs TSEM
+181.8%
+8.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.2% | +10.4% | -10.2% | +0.2% |
| 30D | -0.6% | -12.9% | +12.4% | -0.5% |
| 3M | -1.2% | -9.2% | +8.0% | -1.2% |
| 6M | -1.9% | +98.8% | -100.7% | -2.7% |
| YTD | -1.3% | +87.2% | -88.5% | -2.0% |
| 1Y | -1.0% | +239.0% | -240.0% | -2.3% |
| 3Y | +15.2% | +679.5% | -664.3% | +12.7% |
| 5Y | -4.4% | +667.3% | -671.7% | -6.6% |
| 10Y | +22.6% | +1,301.0% | -1,278.4% | +19.1% |
| All | +189.9% | +181.8% | +8.1% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling