+875.9%
BAX vs TAP
+825.0%
+50.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.1% | -2.3% | +1.2% | -0.7% |
| 30D | -5.5% | -2.1% | -3.3% | -5.1% |
| 3M | +33.5% | +6.6% | +26.9% | +31.9% |
| 6M | +35.9% | -11.5% | +47.4% | +39.0% |
| YTD | +35.4% | -10.3% | +45.6% | +37.7% |
| 1Y | +9.8% | -14.4% | +24.1% | +12.6% |
| 3Y | -32.7% | -28.3% | -4.4% | -29.0% |
| 5Y | -65.6% | +1.7% | -67.3% | -66.3% |
| 10Y | -34.9% | -49.2% | +14.3% | -30.2% |
| All | +875.9% | +825.0% | +50.9% | +509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling