+74.9%
BND vs TAP
+35.5%
+39.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.6% | -8.0% | +7.4% | -0.5% |
| 30D | +1.2% | +4.1% | -2.9% | +1.2% |
| 3M | -0.8% | -4.4% | +3.5% | -0.8% |
| 6M | -1.4% | -1.9% | +0.5% | -1.4% |
| YTD | -1.1% | -12.1% | +11.0% | -1.0% |
| 1Y | -1.0% | -12.0% | +11.0% | -1.0% |
| 3Y | +14.0% | -25.0% | +39.1% | +14.2% |
| 5Y | -1.4% | -1.1% | -0.3% | -1.2% |
| 10Y | +17.5% | -47.6% | +65.1% | +17.0% |
| All | +74.9% | +35.5% | +39.4% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling