+1,008.9%
BE vs TAP
-24.4%
+1,033.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.1% | +13.7% | +10.6% |
| 7D | +29.8% | -2.3% | +32.1% | +30.3% |
| 30D | +26.4% | -9.4% | +35.8% | +29.1% |
| 3M | +9.3% | -0.8% | +10.1% | +7.2% |
| 6M | +105.1% | -14.7% | +119.8% | +110.0% |
| YTD | +219.0% | -13.9% | +233.0% | +221.2% |
| 1Y | +418.8% | -18.6% | +437.4% | +427.0% |
| 3Y | +1,784.6% | -32.0% | +1,816.6% | +1,932.4% |
| 5Y | +1,251.0% | -1.0% | +1,252.0% | +1,092.9% |
| All | +1,008.9% | -24.4% | +1,033.3% | +797.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling