+300.1%
BB vs TAP
+136.3%
+163.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.6% | -2.3% | -3.3% | -5.1% |
| 30D | -11.8% | -2.1% | -9.7% | -11.5% |
| 3M | -25.5% | +6.6% | -32.1% | -27.4% |
| 6M | +121.3% | -11.5% | +132.8% | +125.6% |
| YTD | +103.2% | -10.3% | +113.4% | +105.7% |
| 1Y | +102.6% | -14.4% | +117.0% | +106.8% |
| 3Y | +37.5% | -28.3% | +65.8% | +45.9% |
| 5Y | -30.4% | +1.7% | -32.1% | -33.2% |
| 10Y | 0.0% | -49.2% | +49.2% | +8.3% |
| All | +300.1% | +136.3% | +163.9% | +278.0% |
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