+11.4%
LQD vs TSLL
-54.0%
+65.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.9% | -7.9% | -0.1% |
| 7D | +0.2% | +5.8% | -5.5% | +0.1% |
| 30D | -0.6% | +21.7% | -22.3% | -1.0% |
| 3M | -1.2% | -28.2% | +27.0% | -1.0% |
| 6M | -1.9% | -29.5% | +27.5% | -1.8% |
| YTD | -1.3% | -47.5% | +46.3% | -0.7% |
| 1Y | -1.0% | -20.8% | +19.8% | -1.4% |
| 3Y | +15.2% | -26.7% | +42.0% | +12.0% |
| All | +11.4% | -54.0% | +65.4% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling