+184.9%
LQD vs TT
+5,068.5%
-4,883.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -1.6% | +4.0% | -5.7% | -1.8% |
| 30D | +0.5% | -11.3% | +11.8% | +0.8% |
| 3M | -2.3% | -12.3% | +10.0% | -2.0% |
| 6M | -3.1% | -10.8% | +7.8% | -2.8% |
| YTD | -3.0% | +8.2% | -11.1% | -3.3% |
| 1Y | -2.6% | +1.5% | -4.0% | -2.7% |
| 3Y | +15.2% | +91.5% | -76.3% | +12.9% |
| 5Y | -5.2% | +130.2% | -135.4% | -7.8% |
| 10Y | +24.6% | +727.9% | -703.3% | +19.1% |
| All | +184.9% | +5,068.5% | -4,883.5% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling