+87.5%
BHP vs TAP
-31.5%
+118.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.2% |
| 7D | +1.3% | -2.3% | +3.6% | +1.5% |
| 30D | +4.0% | -9.4% | +13.4% | +5.0% |
| 3M | +12.3% | -0.8% | +13.1% | +12.0% |
| 6M | +30.8% | -14.7% | +45.6% | +33.5% |
| YTD | +58.8% | -13.9% | +72.7% | +61.1% |
| 1Y | +76.8% | -18.6% | +95.5% | +81.7% |
| 3Y | +87.5% | -32.0% | +119.5% | +99.3% |
| All | +87.5% | -31.5% | +118.9% | +99.3% |
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 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