+12.5%
LQD vs TSLQ
-97.2%
+109.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | -3.2% | -3.6% | +0.4% | -3.0% |
| 6M | -2.1% | -12.0% | +9.8% | -1.9% |
| YTD | -2.4% | +1.4% | -3.7% | -1.8% |
| 1Y | -2.7% | -43.6% | +40.9% | -2.9% |
| 3Y | +14.2% | -95.4% | +109.6% | +11.6% |
| All | +12.5% | -97.2% | +109.7% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling