+285.0%
TSM vs LQD
-4.7%
+289.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.7% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +4.0% | -0.2% | +4.2% | +4.2% |
| 3M | +2.0% | -1.7% | +3.7% | +3.6% |
| 6M | +25.5% | -2.7% | +28.2% | +28.7% |
| YTD | +44.0% | -1.4% | +45.4% | +46.3% |
| 1Y | +75.4% | -1.0% | +76.4% | +77.6% |
| 3Y | +406.7% | +15.1% | +391.7% | +351.7% |
| 5Y | +285.0% | -5.2% | +290.2% | +277.4% |
| All | +285.0% | -4.7% | +289.7% | +277.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling