+251.7%
BAC vs TAP
-49.5%
+301.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.8% |
| 7D | +2.0% | -7.8% | +9.8% | +5.4% |
| 30D | -6.9% | +7.1% | -14.1% | -10.0% |
| 3M | -19.6% | -7.0% | -12.5% | -17.7% |
| 6M | -0.5% | -3.8% | +3.3% | -0.2% |
| YTD | -6.6% | -11.7% | +5.1% | -4.0% |
| 1Y | -3.0% | -10.1% | +7.2% | -1.3% |
| 3Y | +97.3% | -23.7% | +121.0% | +110.3% |
| 5Y | +21.9% | +2.9% | +19.0% | +7.2% |
| 10Y | +251.7% | -49.5% | +301.2% | +194.8% |
| All | +251.7% | -49.5% | +301.2% | +194.8% |
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