+265.7%
TSM vs LQD
-5.1%
+270.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.5% |
| 7D | +6.2% | -1.6% | +7.8% | +7.7% |
| 30D | -7.3% | +0.5% | -7.8% | -7.8% |
| 3M | -7.1% | -2.3% | -4.8% | -5.3% |
| 6M | +0.2% | -3.1% | +3.3% | +3.0% |
| YTD | +32.2% | -3.0% | +35.2% | +36.1% |
| 1Y | +42.8% | -2.6% | +45.3% | +46.5% |
| 3Y | +330.4% | +15.2% | +315.2% | +282.9% |
| All | +265.7% | -5.1% | +270.8% | +244.4% |
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