+73.5%
BA vs TAP
-49.2%
+122.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.2% | -2.3% | +3.5% | +2.1% |
| 30D | -11.6% | -2.1% | -9.5% | -11.0% |
| 3M | -2.4% | +6.6% | -9.0% | -5.7% |
| 6M | -6.6% | -11.5% | +4.9% | -2.6% |
| YTD | -2.2% | -10.3% | +8.0% | +0.9% |
| 1Y | -8.0% | -14.4% | +6.4% | -3.6% |
| 3Y | -5.0% | -28.3% | +23.3% | +4.3% |
| 5Y | -2.7% | +1.7% | -4.4% | -14.2% |
| All | +73.5% | -49.2% | +122.6% | +59.0% |
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