-22.5%
BB vs TAP
+2.0%
-24.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | +5.0% |
| 7D | +3.8% | +0.5% | +3.3% | +3.6% |
| 30D | -0.3% | +9.1% | -9.5% | -2.2% |
| 3M | -0.5% | -3.8% | +3.3% | -0.2% |
| 6M | +45.9% | -3.4% | +49.4% | +45.5% |
| YTD | +130.6% | -10.6% | +141.2% | +133.4% |
| 1Y | +89.2% | -4.4% | +93.6% | +87.0% |
| 3Y | +137.5% | -24.4% | +161.9% | +151.0% |
| All | -22.5% | +2.0% | -24.5% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling