+1,064.4%
BAC vs TAP
+821.1%
+243.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.6% |
| 7D | -1.2% | +0.5% | -1.7% | -1.5% |
| 30D | -7.7% | +9.1% | -16.8% | -10.2% |
| 3M | -21.2% | -3.8% | -17.4% | -20.7% |
| 6M | -6.8% | -3.4% | -3.4% | -6.7% |
| YTD | -8.7% | -10.6% | +1.9% | -7.1% |
| 1Y | -5.3% | -4.4% | -0.9% | -5.7% |
| 3Y | +87.4% | -24.4% | +111.8% | +96.9% |
| 5Y | +18.9% | +2.1% | +16.8% | +13.2% |
| 10Y | +273.3% | -48.7% | +322.0% | +311.6% |
| All | +1,064.4% | +821.1% | +243.3% | +628.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling