+152.8%
BB vs TAP
-22.2%
+175.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -2.3% |
| 7D | +1.8% | +1.3% | +0.6% | +1.9% |
| 30D | +8.1% | +5.7% | +2.4% | +8.2% |
| 3M | -1.0% | -1.9% | +0.9% | -0.8% |
| 6M | +45.9% | +0.9% | +45.0% | +46.0% |
| YTD | +134.8% | -9.5% | +144.3% | +138.3% |
| 1Y | +104.6% | -9.0% | +113.6% | +107.0% |
| 3Y | +152.8% | -22.2% | +175.1% | +168.7% |
| All | +152.8% | -22.2% | +175.0% | +168.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling