-2.7%
LQD vs TTMI
+155.3%
-158.0%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.2% |
| 3M | -3.2% | -32.5% | +29.3% | -2.7% |
| 6M | -2.1% | +32.5% | -34.6% | -2.9% |
| YTD | -2.4% | +83.2% | -85.6% | -3.4% |
| 1Y | -2.7% | +161.7% | -164.3% | -4.3% |
| All | -2.7% | +155.3% | -158.0% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling