+419.8%
TXN vs LQD
+22.3%
+397.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.9% | +3.8% |
| 7D | +4.0% | -1.1% | +5.1% | +4.8% |
| 30D | -2.9% | -1.3% | -1.6% | -2.0% |
| 3M | -9.1% | -3.2% | -5.9% | -7.1% |
| 6M | +36.6% | -2.1% | +38.8% | +38.7% |
| YTD | +57.5% | -2.4% | +59.8% | +60.1% |
| 1Y | +49.5% | -2.7% | +52.2% | +52.4% |
| 3Y | +76.5% | +14.2% | +62.4% | +62.9% |
| 5Y | +62.4% | -5.8% | +68.2% | +63.7% |
| All | +419.8% | +22.3% | +397.5% | +389.0% |
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