-99.8%
BIYA vs TAP
-30.7%
-69.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.5% |
| 7D | +2.7% | -5.1% | +7.8% | +2.6% |
| 30D | -16.7% | -8.4% | -8.2% | -16.8% |
| 3M | -74.6% | -3.9% | -70.7% | -74.1% |
| 6M | -85.4% | -14.4% | -71.0% | -85.5% |
| YTD | -94.2% | -14.7% | -79.4% | -94.3% |
| 1Y | -98.6% | -18.7% | -79.9% | -98.5% |
| All | -99.8% | -30.7% | -69.0% | -99.8% |
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 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