-22.1%
BA vs TAP
+2.0%
-24.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.5% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | -7.9% | +9.1% | -17.1% | -9.9% |
| 3M | -25.3% | -3.8% | -21.5% | -24.8% |
| 6M | -24.6% | -3.4% | -21.1% | -24.4% |
| YTD | -20.1% | -10.6% | -9.5% | -18.7% |
| 1Y | -11.8% | -4.4% | -7.4% | -11.8% |
| 3Y | -10.1% | -24.4% | +14.2% | -6.7% |
| All | -22.1% | +2.0% | -24.1% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling