+911.5%
BE vs TAP
-21.2%
+932.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.5% | +7.4% |
| 7D | +20.0% | -2.3% | +22.3% | +20.7% |
| 30D | +7.9% | -2.1% | +10.1% | +8.2% |
| 3M | -13.2% | +6.6% | -19.8% | -16.6% |
| 6M | +53.5% | -11.5% | +65.0% | +56.0% |
| YTD | +191.0% | -10.3% | +201.3% | +190.4% |
| 1Y | +360.5% | -14.4% | +374.9% | +362.0% |
| 3Y | +1,568.0% | -28.3% | +1,596.3% | +1,673.0% |
| 5Y | +1,055.2% | +1.7% | +1,053.5% | +918.0% |
| All | +911.5% | -21.2% | +932.7% | +711.1% |
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