+189.5%
LQD vs TTMI
+3,565.2%
-3,375.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.8% | -0.1% |
| 7D | 0.0% | +7.5% | -7.5% | -0.1% |
| 30D | -0.2% | -4.5% | +4.3% | -0.2% |
| 3M | -1.7% | -28.5% | +26.8% | -1.5% |
| 6M | -2.7% | +28.4% | -31.0% | -3.0% |
| YTD | -1.4% | +80.1% | -81.5% | -2.1% |
| 1Y | -1.0% | +161.0% | -162.0% | -2.0% |
| 3Y | +15.1% | +862.4% | -847.4% | +12.6% |
| 5Y | -5.2% | +812.9% | -818.1% | -7.2% |
| 10Y | +23.3% | +1,094.7% | -1,071.4% | +20.7% |
| All | +189.5% | +3,565.2% | -3,375.7% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling