+22.2%
LQD vs TXT
+107.7%
-85.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | -1.1% | +2.4% | -3.5% | -1.2% |
| 30D | -1.3% | -8.9% | +7.6% | -0.8% |
| 3M | -3.2% | -13.6% | +10.4% | -2.5% |
| 6M | -2.1% | -13.1% | +11.0% | -1.5% |
| YTD | -2.4% | -7.0% | +4.7% | -2.1% |
| 1Y | -2.7% | -1.4% | -1.3% | -2.8% |
| 3Y | +14.2% | +6.9% | +7.3% | +13.1% |
| 5Y | -5.8% | +15.4% | -21.2% | -7.5% |
| All | +22.2% | +107.7% | -85.5% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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