+1,779.8%
TSM vs LQD
+22.3%
+1,757.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +1.0% | -1.1% | +2.1% | +1.8% |
| 30D | +1.0% | -1.3% | +2.2% | +1.9% |
| 3M | +2.9% | -3.2% | +6.1% | +5.4% |
| 6M | +22.8% | -2.1% | +25.0% | +25.1% |
| YTD | +43.3% | -2.4% | +45.7% | +46.2% |
| 1Y | +69.2% | -2.7% | +71.9% | +73.0% |
| 3Y | +404.5% | +14.2% | +390.3% | +361.4% |
| 5Y | +282.2% | -5.8% | +288.0% | +289.2% |
| All | +1,779.8% | +22.3% | +1,757.5% | +1,575.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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