+55.2%
HYG vs TAP
-49.9%
+105.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -0.7% | -3.9% | +3.2% | -0.3% |
| 30D | -0.7% | -5.3% | +4.5% | -0.2% |
| 3M | -0.2% | -3.8% | +3.6% | +0.1% |
| 6M | +1.4% | -11.4% | +12.8% | +2.5% |
| YTD | +1.5% | -13.7% | +15.2% | +2.7% |
| 1Y | +2.9% | -17.2% | +20.1% | +4.5% |
| 3Y | +25.6% | -33.1% | +58.7% | +30.0% |
| 5Y | +18.6% | +0.8% | +17.8% | +15.7% |
| All | +55.2% | -49.9% | +105.1% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling