-2.1%
BND vs TAP
-0.5%
-1.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.1% | -5.1% | +4.9% | 0.0% |
| 30D | -0.2% | -8.4% | +8.2% | 0.0% |
| 3M | -0.7% | -3.9% | +3.2% | -0.6% |
| 6M | -1.7% | -14.4% | +12.7% | -1.2% |
| YTD | -0.5% | -14.7% | +14.2% | -0.1% |
| 1Y | +0.4% | -18.7% | +19.0% | +0.9% |
| 3Y | +13.1% | -32.6% | +45.8% | +14.3% |
| 5Y | -2.1% | -1.4% | -0.7% | -1.0% |
| All | -2.1% | -0.5% | -1.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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