+186.8%
LQD vs TYL
+8,522.9%
-8,336.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | +0.2% | +4.3% | -4.2% | +0.1% |
| 30D | +1.4% | +28.0% | -26.5% | +1.0% |
| 3M | -1.1% | +32.3% | -33.5% | -1.6% |
| 6M | -2.9% | +29.9% | -32.8% | -3.5% |
| YTD | -2.3% | -7.1% | +4.8% | -2.4% |
| 1Y | -2.1% | -9.2% | +7.1% | -2.1% |
| 3Y | +15.9% | +0.7% | +15.2% | +15.7% |
| 5Y | -4.9% | -21.1% | +16.1% | -5.2% |
| 10Y | +24.8% | +180.8% | -156.0% | +25.1% |
| All | +186.8% | +8,522.9% | -8,336.1% | +199.5% |
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