+153.4%
HYG vs TAP
+32.1%
+121.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.5% |
| 7D | 0.0% | -2.3% | +2.3% | +0.3% |
| 30D | -0.1% | -9.4% | +9.3% | +1.2% |
| 3M | +1.0% | -0.8% | +1.8% | +0.9% |
| 6M | +2.3% | -14.7% | +17.1% | +4.3% |
| YTD | +2.1% | -13.9% | +16.1% | +3.8% |
| 1Y | +3.8% | -18.6% | +22.4% | +6.1% |
| 3Y | +26.7% | -32.0% | +58.7% | +31.9% |
| 5Y | +19.3% | -1.0% | +20.3% | +16.1% |
| 10Y | +55.3% | -51.4% | +106.6% | +63.6% |
| All | +153.4% | +32.1% | +121.3% | +102.8% |
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