+208.8%
BAH vs TAP
-49.5%
+258.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | -1.5% | -7.8% | +6.3% | +0.3% |
| 30D | +17.3% | +7.1% | +10.1% | +15.3% |
| 3M | +14.9% | -7.0% | +21.9% | +16.5% |
| 6M | +14.2% | -3.8% | +18.0% | +14.9% |
| YTD | +5.1% | -11.7% | +16.8% | +7.2% |
| 1Y | +2.1% | -10.1% | +12.2% | +3.6% |
| 3Y | -26.0% | -23.7% | -2.3% | -23.0% |
| 5Y | +9.0% | +2.9% | +6.1% | +3.8% |
| 10Y | +208.8% | -49.5% | +258.3% | +210.4% |
| All | +208.8% | -49.5% | +258.3% | +210.4% |
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 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