+3.1%
BB vs TAP
-52.1%
+55.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +3.5% |
| 7D | +0.5% | -2.3% | +2.8% | +1.2% |
| 30D | -12.4% | -9.4% | -3.0% | -9.8% |
| 3M | -15.3% | -0.8% | -14.5% | -16.2% |
| 6M | +128.8% | -14.7% | +143.5% | +137.8% |
| YTD | +107.7% | -13.9% | +121.6% | +113.8% |
| 1Y | +103.9% | -18.6% | +122.5% | +113.1% |
| 3Y | +72.6% | -32.0% | +104.6% | +91.2% |
| 5Y | -24.3% | -1.0% | -23.3% | -29.4% |
| 10Y | +3.1% | -51.4% | +54.5% | +14.9% |
| All | +3.1% | -52.1% | +55.2% | +14.9% |
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