-1.9%
BAH vs TAP
+2.2%
-4.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -3.2% | -2.3% | -0.9% | -2.8% |
| 30D | +2.0% | -2.1% | +4.1% | +2.4% |
| 3M | -7.6% | +6.6% | -14.2% | -8.7% |
| 6M | -5.7% | -11.5% | +5.8% | -3.8% |
| YTD | -11.7% | -10.3% | -1.5% | -10.6% |
| 1Y | -27.4% | -14.4% | -13.0% | -25.9% |
| 3Y | -32.5% | -28.3% | -4.3% | -29.7% |
| All | -1.9% | +2.2% | -4.1% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling