+24.9%
BB vs TAP
-47.7%
+72.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +9.0% | -6.3% | +15.3% | +10.9% |
| 30D | +7.7% | +2.7% | +5.0% | +6.0% |
| 3M | +4.0% | -3.7% | +7.7% | +4.1% |
| 6M | +46.6% | -2.0% | +48.7% | +44.2% |
| YTD | +140.6% | -12.3% | +153.0% | +144.3% |
| 1Y | +103.1% | -10.1% | +113.2% | +103.8% |
| 3Y | +150.5% | -25.3% | +175.8% | +164.8% |
| 5Y | -15.4% | -1.9% | -13.5% | -21.2% |
| All | +24.9% | -47.7% | +72.6% | +31.2% |
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