+374.9%
BB vs TAP
+133.2%
+241.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +11.6% | -4.5% | +16.1% | +12.8% |
| 30D | +2.6% | +7.5% | -4.9% | +0.2% |
| 3M | +3.5% | -4.9% | +8.4% | +3.9% |
| 6M | +43.5% | -3.5% | +47.0% | +42.3% |
| YTD | +141.2% | -11.4% | +152.6% | +143.3% |
| 1Y | +97.4% | -10.8% | +108.2% | +98.5% |
| 3Y | +151.1% | -24.5% | +175.6% | +160.8% |
| 5Y | -12.8% | +2.5% | -15.2% | -17.0% |
| 10Y | +27.5% | -47.6% | +75.1% | +36.4% |
| All | +374.9% | +133.2% | +241.7% | +347.1% |
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