+22.9%
LQD vs TTD
+401.9%
-379.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.1% |
| 7D | -0.4% | +6.3% | -6.7% | -0.6% |
| 30D | -0.8% | -23.9% | +23.1% | -0.2% |
| 3M | -1.9% | -31.4% | +29.5% | -1.2% |
| 6M | -2.7% | -42.7% | +40.0% | -1.6% |
| YTD | -1.3% | -62.0% | +60.7% | +0.7% |
| 1Y | 0.0% | -72.2% | +72.2% | +2.7% |
| 3Y | +14.9% | -81.9% | +96.9% | +17.9% |
| 5Y | -4.6% | -81.5% | +77.0% | -3.4% |
| All | +22.9% | +401.9% | -379.0% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling