+1,709.5%
BE vs TAP
-22.2%
+1,731.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.2% | -8.2% | -3.5% |
| 7D | +10.8% | +1.3% | +9.6% | +11.7% |
| 30D | -19.8% | +5.7% | -25.5% | -17.0% |
| 3M | -18.7% | -1.9% | -16.8% | -17.6% |
| 6M | -33.7% | +0.9% | -34.7% | -31.1% |
| YTD | +121.0% | -9.5% | +130.5% | +125.2% |
| 1Y | +85.4% | -9.0% | +94.4% | +88.8% |
| 3Y | +1,709.5% | -22.2% | +1,731.8% | +1,557.9% |
| All | +1,709.5% | -22.2% | +1,731.7% | +1,557.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling