+103.9%
BB vs TAP
-19.0%
+122.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +0.8% |
| 7D | +0.5% | -2.3% | +2.8% | -0.2% |
| 30D | -12.4% | -9.4% | -3.0% | -15.0% |
| 3M | -15.3% | -0.8% | -14.5% | -14.7% |
| 6M | +128.8% | -14.7% | +143.5% | +125.8% |
| YTD | +107.7% | -13.9% | +121.6% | +107.3% |
| 1Y | +103.9% | -18.6% | +122.5% | +94.4% |
| All | +103.9% | -19.0% | +122.8% | +94.4% |
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