+25.5%
LQD vs TT
+737.0%
-711.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -1.5% | +8.1% | -9.6% | -2.1% |
| 30D | +0.9% | -11.3% | +12.2% | +1.8% |
| 3M | -1.7% | -11.2% | +9.5% | -0.9% |
| 6M | -2.8% | -8.9% | +6.1% | -2.3% |
| YTD | -2.8% | +9.7% | -12.5% | -3.9% |
| 1Y | -2.8% | +1.3% | -4.1% | -3.3% |
| 3Y | +15.5% | +93.4% | -77.9% | +7.8% |
| 5Y | -4.9% | +133.5% | -138.5% | -13.8% |
| All | +25.5% | +737.0% | -711.5% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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