+263.2%
BAC vs TAP
-49.3%
+312.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +1.2% |
| 7D | -1.2% | +0.5% | -1.7% | -1.6% |
| 30D | -7.7% | +9.1% | -16.8% | -11.4% |
| 3M | -21.2% | -3.8% | -17.4% | -20.5% |
| 6M | -6.8% | -3.4% | -3.4% | -6.8% |
| YTD | -8.7% | -10.6% | +1.9% | -6.6% |
| 1Y | -5.3% | -4.4% | -0.9% | -6.3% |
| 3Y | +87.4% | -24.4% | +111.8% | +100.9% |
| 5Y | +18.9% | +2.1% | +16.8% | +5.3% |
| All | +263.2% | -49.3% | +312.5% | +189.1% |
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