-27.5%
BAH vs TAP
-22.2%
-5.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.9% |
| 7D | +1.7% | +1.3% | +0.4% | +1.4% |
| 30D | +20.8% | +5.7% | +15.1% | +19.2% |
| 3M | +11.6% | -1.9% | +13.5% | +11.7% |
| 6M | +23.1% | +0.9% | +22.2% | +22.5% |
| YTD | +5.3% | -9.5% | +14.8% | +5.8% |
| 1Y | +6.1% | -9.0% | +15.1% | +6.5% |
| 3Y | -27.5% | -22.2% | -5.2% | -28.1% |
| All | -27.5% | -22.2% | -5.3% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling