+1,616.9%
BE vs TAP
-23.7%
+1,640.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.5% | +7.9% | +1.4% |
| 7D | -14.7% | +0.5% | -15.3% | -14.2% |
| 30D | -40.5% | +9.1% | -49.7% | -37.7% |
| 3M | -24.3% | -3.8% | -20.5% | -24.0% |
| 6M | -39.3% | -3.4% | -35.9% | -37.6% |
| YTD | +99.4% | -10.6% | +110.0% | +101.7% |
| 1Y | +26.6% | -4.4% | +31.0% | +26.3% |
| 3Y | +1,616.9% | -24.4% | +1,641.3% | +1,590.8% |
| All | +1,616.9% | -23.7% | +1,640.6% | +1,590.8% |
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