-4.4%
LQD vs TTD
-84.3%
+79.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -1.6% | +21.3% | -22.9% | -2.2% |
| 30D | +0.5% | +28.7% | -28.2% | -0.3% |
| 3M | -2.3% | +7.7% | -10.0% | -2.6% |
| 6M | -3.1% | -23.5% | +20.4% | -2.6% |
| YTD | -3.0% | -58.7% | +55.7% | -0.9% |
| 1Y | -2.6% | -63.4% | +60.9% | -0.1% |
| 3Y | +15.2% | -75.3% | +90.5% | +17.2% |
| All | -4.4% | -84.3% | +79.9% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling