+399.1%
BAC vs TAP
-50.2%
+449.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.1% | -2.3% | +3.4% | +2.0% |
| 30D | -0.4% | -2.1% | +1.7% | +0.3% |
| 3M | +16.9% | +6.6% | +10.3% | +12.9% |
| 6M | +26.6% | -11.5% | +38.1% | +32.0% |
| YTD | +15.8% | -10.3% | +26.1% | +19.0% |
| 1Y | +27.2% | -14.4% | +41.6% | +32.6% |
| 3Y | +132.4% | -28.3% | +160.7% | +156.7% |
| 5Y | +72.6% | +1.7% | +70.9% | +54.0% |
| All | +399.1% | -50.2% | +449.3% | +338.7% |
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