+183.9%
BAH vs TAP
-52.1%
+236.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | 0.0% |
| 7D | -4.3% | -2.3% | -2.0% | -3.9% |
| 30D | -4.5% | -9.4% | +4.9% | -2.4% |
| 3M | -7.6% | -0.8% | -6.8% | -7.5% |
| 6M | -10.6% | -14.7% | +4.1% | -7.7% |
| YTD | -12.6% | -13.9% | +1.4% | -10.2% |
| 1Y | -27.0% | -18.6% | -8.4% | -24.2% |
| 3Y | -31.5% | -32.0% | +0.5% | -26.9% |
| 5Y | -3.8% | -1.0% | -2.8% | -7.6% |
| 10Y | +183.9% | -51.4% | +235.3% | +186.0% |
| All | +183.9% | -52.1% | +236.0% | +186.0% |
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