+14.2%
LQD vs TTMI
+844.7%
-830.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -1.1% | +6.0% | -7.1% | -1.2% |
| 30D | -1.1% | -6.4% | +5.3% | -1.0% |
| 3M | -2.3% | -28.9% | +26.6% | -1.7% |
| 6M | -2.9% | +26.9% | -29.8% | -4.2% |
| YTD | -2.3% | +77.3% | -79.6% | -4.8% |
| 1Y | -2.2% | +147.5% | -149.7% | -6.1% |
| All | +14.2% | +844.7% | -830.5% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling