-4.9%
LQD vs TT
+136.9%
-141.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -1.5% | +8.1% | -9.6% | -2.2% |
| 30D | +0.9% | -11.3% | +12.2% | +1.9% |
| 3M | -1.7% | -11.2% | +9.5% | -0.8% |
| 6M | -2.8% | -8.9% | +6.1% | -2.2% |
| YTD | -2.8% | +9.7% | -12.5% | -4.1% |
| 1Y | -2.8% | +1.3% | -4.1% | -3.4% |
| 3Y | +15.5% | +93.4% | -77.9% | +4.7% |
| 5Y | -4.9% | +133.5% | -138.5% | -18.7% |
| All | -4.9% | +136.9% | -141.8% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling