+1,723.8%
TXN vs LQD
+189.7%
+1,534.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -6.7% | -0.2% | -6.5% | -6.7% |
| 3M | -8.9% | -1.7% | -7.2% | -8.6% |
| 6M | +34.7% | -2.7% | +37.4% | +35.4% |
| YTD | +53.3% | -1.4% | +54.7% | +53.8% |
| 1Y | +45.0% | -1.0% | +46.0% | +45.4% |
| 3Y | +73.1% | +15.1% | +58.1% | +69.9% |
| 5Y | +59.9% | -5.2% | +65.1% | +56.7% |
| 10Y | +415.7% | +23.3% | +392.4% | +421.6% |
| All | +1,723.8% | +189.7% | +1,534.1% | +4,518.3% |
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