+22.2%
LQD vs TTMI
+1,127.6%
-1,105.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.1% |
| 7D | -1.1% | +0.7% | -1.8% | -1.1% |
| 30D | -1.3% | -8.4% | +7.2% | -1.1% |
| 3M | -3.2% | -32.5% | +29.3% | -2.4% |
| 6M | -2.1% | +32.5% | -34.6% | -3.5% |
| YTD | -2.4% | +83.2% | -85.6% | -4.8% |
| 1Y | -2.7% | +161.7% | -164.3% | -6.5% |
| 3Y | +14.2% | +890.1% | -875.9% | +4.2% |
| 5Y | -5.8% | +832.4% | -838.3% | -14.1% |
| All | +22.2% | +1,127.6% | -1,105.4% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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