+29.0%
BB vs TAP
-49.5%
+78.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.8% |
| 7D | +15.0% | -7.8% | +22.8% | +17.6% |
| 30D | +3.5% | +7.1% | -3.6% | +0.5% |
| 3M | +2.7% | -7.0% | +9.7% | +3.9% |
| 6M | +44.7% | -3.8% | +48.5% | +43.3% |
| YTD | +143.3% | -11.7% | +155.0% | +146.4% |
| 1Y | +102.2% | -10.1% | +112.3% | +103.0% |
| 3Y | +156.1% | -23.7% | +179.8% | +168.6% |
| 5Y | -17.6% | +2.9% | -20.5% | -24.7% |
| 10Y | +29.0% | -49.5% | +78.4% | +35.8% |
| All | +29.0% | -49.5% | +78.5% | +35.8% |
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