+11.4%
LQD vs TSLL
-57.4%
+68.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.8% | +11.8% | +0.2% |
| 7D | -0.4% | +1.9% | -2.3% | -0.5% |
| 30D | -0.8% | +17.8% | -18.5% | -1.1% |
| 3M | -1.9% | -37.0% | +35.1% | -1.5% |
| 6M | -2.7% | -37.7% | +35.0% | -2.3% |
| YTD | -1.3% | -51.4% | +50.1% | -0.6% |
| 1Y | 0.0% | -23.4% | +23.3% | -0.4% |
| 3Y | +14.9% | -30.8% | +45.7% | +11.8% |
| All | +11.4% | -57.4% | +68.8% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling