+102.6%
BB vs TAP
-14.5%
+117.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | -0.1% |
| 7D | -5.6% | -2.3% | -3.3% | -6.3% |
| 30D | -11.8% | -2.1% | -9.7% | -12.2% |
| 3M | -25.5% | +6.6% | -32.1% | -23.7% |
| 6M | +121.3% | -11.5% | +132.8% | +121.6% |
| YTD | +103.2% | -10.3% | +113.4% | +105.7% |
| 1Y | +102.6% | -14.4% | +117.0% | +101.9% |
| All | +102.6% | -14.5% | +117.1% | +101.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling