+354.1%
BB vs TAP
+135.3%
+218.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | +5.5% |
| 7D | +3.8% | +0.5% | +3.3% | +3.4% |
| 30D | -0.3% | +9.1% | -9.5% | -3.0% |
| 3M | -0.5% | -3.8% | +3.3% | -0.3% |
| 6M | +45.9% | -3.4% | +49.4% | +44.7% |
| YTD | +130.6% | -10.6% | +141.2% | +132.2% |
| 1Y | +89.2% | -4.4% | +93.6% | +86.8% |
| 3Y | +137.5% | -24.4% | +161.9% | +146.7% |
| 5Y | -20.9% | +2.1% | -23.0% | -24.6% |
| 10Y | +25.4% | -48.7% | +74.1% | +34.7% |
| All | +354.1% | +135.3% | +218.9% | +326.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling