+515.7%
BHP vs TAP
-51.4%
+567.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.9% | -5.1% | +6.0% | +2.6% |
| 30D | +4.0% | -8.4% | +12.5% | +6.9% |
| 3M | +11.3% | -3.9% | +15.2% | +11.9% |
| 6M | +29.3% | -14.4% | +43.7% | +34.9% |
| YTD | +59.2% | -14.7% | +74.0% | +65.4% |
| 1Y | +80.8% | -18.7% | +99.5% | +90.2% |
| 3Y | +88.0% | -32.6% | +120.6% | +108.5% |
| 5Y | +126.6% | -1.4% | +128.1% | +110.0% |
| 10Y | +515.7% | -50.4% | +566.1% | +537.0% |
| All | +515.7% | -51.4% | +567.1% | +537.0% |
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