+21.6%
LQD vs TTD
+385.9%
-364.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -0.9% |
| 7D | -1.1% | -7.4% | +6.3% | -0.9% |
| 30D | -1.1% | +3.0% | -4.1% | -1.2% |
| 3M | -2.3% | -27.6% | +25.2% | -1.7% |
| 6M | -2.9% | -49.5% | +46.6% | -1.5% |
| YTD | -2.3% | -63.2% | +60.9% | -0.3% |
| 1Y | -2.2% | -69.7% | +67.5% | +0.3% |
| 3Y | +14.0% | -83.3% | +97.4% | +17.3% |
| 5Y | -5.8% | -80.8% | +75.0% | -4.7% |
| All | +21.6% | +385.9% | -364.3% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling