+34.7%
TXN vs LQD
-1.8%
+36.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -6.7% | -0.2% | -6.5% | -6.5% |
| 3M | -8.9% | -1.7% | -7.2% | -6.8% |
| 6M | +34.7% | -2.7% | +37.4% | +38.8% |
| All | +34.7% | -1.8% | +36.5% | +38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling