-1.9%
LQD vs TTD
-72.7%
+70.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.7% |
| 7D | +0.4% | +3.7% | -3.3% | +0.4% |
| 30D | +2.6% | +10.4% | -7.8% | +2.5% |
| 3M | -1.7% | -31.6% | +29.9% | -1.5% |
| 6M | -1.9% | -45.1% | +43.2% | -1.7% |
| YTD | -2.2% | -65.1% | +63.0% | -0.9% |
| 1Y | -1.9% | -72.0% | +70.1% | -0.4% |
| All | -1.9% | -72.7% | +70.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling