-1.9%
LQD vs TXG
+406.9%
-408.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.7% | +0.7% |
| 7D | +0.4% | -19.3% | +19.7% | +0.7% |
| 30D | +2.6% | -30.9% | +33.5% | +3.2% |
| 3M | -1.7% | +41.1% | -42.8% | -2.8% |
| 6M | -1.9% | +211.9% | -213.8% | -4.8% |
| YTD | -2.2% | +314.0% | -316.2% | -5.4% |
| 1Y | -1.9% | +405.4% | -407.3% | -5.2% |
| All | -1.9% | +406.9% | -408.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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