+11,804.9%
TSM vs LQD
+185.1%
+11,619.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | +6.2% | -1.6% | +7.8% | +6.6% |
| 30D | -7.3% | +0.5% | -7.8% | -7.4% |
| 3M | -7.1% | -2.3% | -4.8% | -6.6% |
| 6M | +0.2% | -3.1% | +3.3% | +1.0% |
| YTD | +32.2% | -3.0% | +35.2% | +33.3% |
| 1Y | +42.8% | -2.6% | +45.3% | +43.8% |
| 3Y | +330.4% | +15.2% | +315.2% | +319.1% |
| 5Y | +263.9% | -5.2% | +269.1% | +259.8% |
| 10Y | +1,580.2% | +24.6% | +1,555.6% | +1,576.8% |
| All | +11,804.9% | +185.1% | +11,619.8% | +26,309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling