+6,160.6%
BDX vs TAP
+813.1%
+5,347.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +7.3% | -4.5% | +11.8% | +8.1% |
| 30D | +15.7% | +7.5% | +8.2% | +14.2% |
| 3M | +19.1% | -4.9% | +23.9% | +19.9% |
| 6M | +44.1% | -3.5% | +47.6% | +44.7% |
| YTD | +42.1% | -11.4% | +53.5% | +44.4% |
| 1Y | +52.6% | -10.8% | +63.4% | +54.9% |
| 3Y | +22.6% | -24.5% | +47.0% | +26.9% |
| 5Y | +23.3% | +2.5% | +20.9% | +20.7% |
| 10Y | +84.8% | -47.6% | +132.4% | +94.2% |
| All | +6,160.6% | +813.1% | +5,347.5% | +4,290.9% |
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