+189.9%
LQD vs TYL
+7,344.4%
-7,154.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | 0.0% |
| 7D | -0.4% | -3.7% | +3.3% | -0.3% |
| 30D | -0.8% | +18.7% | -19.5% | -1.1% |
| 3M | -1.9% | +18.1% | -20.1% | -2.2% |
| 6M | -2.7% | -1.1% | -1.5% | -2.7% |
| YTD | -1.3% | -19.8% | +18.5% | -1.0% |
| 1Y | 0.0% | -34.3% | +34.3% | +0.6% |
| 3Y | +14.9% | -8.2% | +23.1% | +14.9% |
| 5Y | -4.6% | -25.4% | +20.9% | -4.6% |
| 10Y | +22.0% | +115.6% | -93.6% | +22.5% |
| All | +189.9% | +7,344.4% | -7,154.4% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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