-22.4%
BA vs TAP
-1.4%
-21.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.6% | -6.3% | +5.8% | +0.9% |
| 30D | -8.0% | +2.7% | -10.7% | -8.7% |
| 3M | -25.8% | -3.7% | -22.1% | -25.3% |
| 6M | -27.6% | -2.0% | -25.5% | -27.6% |
| YTD | -21.0% | -12.3% | -8.6% | -19.2% |
| 1Y | -12.3% | -10.1% | -2.2% | -10.9% |
| 3Y | -12.8% | -25.3% | +12.5% | -9.3% |
| 5Y | -22.4% | -1.9% | -20.4% | -35.6% |
| All | -22.4% | -1.4% | -21.0% | -35.6% |
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