+25.2%
LQD vs TAP
-46.0%
+71.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -0.4% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | +0.5% | +5.7% | -5.2% | +0.2% |
| 3M | -2.3% | -1.9% | -0.4% | -2.3% |
| 6M | -3.1% | +0.9% | -4.0% | -3.2% |
| YTD | -3.0% | -9.5% | +6.5% | -2.7% |
| 1Y | -2.6% | -9.0% | +6.4% | -2.3% |
| 3Y | +15.2% | -22.2% | +37.4% | +16.1% |
| 5Y | -5.2% | +1.2% | -6.4% | -5.6% |
| All | +25.2% | -46.0% | +71.2% | +25.3% |
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