+189.9%
LQD vs TT
+5,438.3%
-5,248.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.8% | -7.2% | +6.4% | -0.6% |
| 3M | -1.9% | -3.0% | +1.0% | -1.9% |
| 6M | -2.7% | +1.4% | -4.0% | -2.8% |
| YTD | -1.3% | +15.9% | -17.2% | -1.7% |
| 1Y | 0.0% | +9.4% | -9.4% | -0.4% |
| 3Y | +14.9% | +124.4% | -109.5% | +12.1% |
| 5Y | -4.6% | +138.0% | -142.6% | -7.3% |
| 10Y | +22.0% | +886.4% | -864.4% | +16.4% |
| All | +189.9% | +5,438.3% | -5,248.4% | +182.0% |
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