+15.3%
LQD vs TTD
-83.6%
+98.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | 0.0% | -4.6% | +4.6% | 0.0% |
| 30D | -0.2% | +3.7% | -3.9% | -0.3% |
| 3M | -1.7% | -30.2% | +28.5% | -1.2% |
| 6M | -2.7% | -51.4% | +48.7% | -1.8% |
| YTD | -1.4% | -63.4% | +62.0% | 0.0% |
| 1Y | -1.0% | -73.5% | +72.5% | +0.9% |
| All | +15.3% | -83.6% | +98.9% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling