+14.2%
LQD vs TSLQ
-95.6%
+109.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -1.1% | -6.6% | +5.5% | -1.2% |
| 30D | -1.3% | -24.3% | +23.0% | -1.6% |
| 3M | -3.2% | -3.6% | +0.4% | -3.1% |
| 6M | -2.1% | -12.0% | +9.8% | -2.0% |
| YTD | -2.4% | +1.4% | -3.7% | -2.0% |
| 1Y | -2.7% | -43.6% | +40.9% | -2.9% |
| 3Y | +14.2% | -95.4% | +109.6% | +13.5% |
| All | +14.2% | -95.6% | +109.8% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling