+7,199.5%
BHP vs TAP
+806.5%
+6,393.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +2.4% | -8.0% | +10.4% | +4.3% |
| 30D | -5.4% | +4.1% | -9.4% | -6.5% |
| 3M | -6.9% | -4.4% | -2.5% | -6.4% |
| 6M | -4.3% | -1.9% | -2.4% | -4.8% |
| YTD | +41.6% | -12.1% | +53.7% | +43.8% |
| 1Y | +53.3% | -12.0% | +65.4% | +55.5% |
| 3Y | +58.4% | -25.0% | +83.4% | +64.9% |
| 5Y | +121.3% | -1.1% | +122.4% | +114.0% |
| 10Y | +349.0% | -47.6% | +396.6% | +380.8% |
| All | +7,199.5% | +806.5% | +6,393.0% | +5,444.5% |
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