+22.2%
LQD vs TAP
-50.5%
+72.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -1.1% | -5.3% | +4.2% | -0.8% |
| 30D | -1.1% | -7.4% | +6.2% | -0.8% |
| 3M | -2.3% | -4.9% | +2.6% | -2.2% |
| 6M | -2.9% | -14.2% | +11.3% | -2.3% |
| YTD | -2.3% | -14.8% | +12.5% | -1.7% |
| 1Y | -2.2% | -18.1% | +15.9% | -1.4% |
| 3Y | +14.0% | -32.7% | +46.7% | +15.8% |
| 5Y | -5.8% | -0.5% | -5.3% | -6.1% |
| All | +22.2% | -50.5% | +72.7% | +24.3% |
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