-37.1%
BAX vs TAP
-52.1%
+15.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -2.7% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | -9.7% | -9.4% | -0.3% | -7.5% |
| 3M | +29.3% | -0.8% | +30.1% | +29.6% |
| 6M | +40.7% | -14.7% | +55.4% | +46.0% |
| YTD | +30.3% | -13.9% | +44.2% | +34.2% |
| 1Y | +3.4% | -18.6% | +22.0% | +7.9% |
| 3Y | -32.0% | -32.0% | 0.0% | -26.5% |
| 5Y | -66.9% | -1.0% | -65.9% | -67.4% |
| 10Y | -37.1% | -51.4% | +14.3% | -32.9% |
| All | -37.1% | -52.1% | +15.0% | -32.9% |
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