+411.0%
TSM vs LQD
+15.0%
+396.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.0% | +0.2% | +5.8% | +5.8% |
| 30D | +4.5% | -0.6% | +5.1% | +5.1% |
| 3M | +3.1% | -1.2% | +4.3% | +4.3% |
| 6M | +30.2% | -1.9% | +32.2% | +32.6% |
| YTD | +45.2% | -1.3% | +46.5% | +47.3% |
| 1Y | +79.6% | -1.0% | +80.6% | +81.9% |
| 3Y | +411.0% | +15.2% | +395.7% | +368.7% |
| All | +411.0% | +15.0% | +396.0% | +368.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling