+26.8%
BA vs TAP
-47.8%
+74.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -1.4% | -8.0% | +6.6% | +2.0% |
| 30D | -7.9% | +4.1% | -12.0% | -9.8% |
| 3M | -25.2% | -4.4% | -20.8% | -24.3% |
| 6M | -26.7% | -1.9% | -24.8% | -27.1% |
| YTD | -19.6% | -12.1% | -7.6% | -16.8% |
| 1Y | -10.6% | -12.0% | +1.5% | -7.6% |
| 3Y | -11.2% | -25.0% | +13.8% | -5.2% |
| 5Y | -20.4% | -1.1% | -19.4% | -29.3% |
| 10Y | +26.8% | -47.6% | +74.4% | +13.4% |
| All | +26.8% | -47.8% | +74.6% | +13.4% |
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