-99.8%
BIYA vs TAP
-30.1%
-69.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | -0.1% |
| 7D | +2.7% | -2.3% | +5.0% | +2.7% |
| 30D | -18.7% | -9.4% | -9.3% | -18.8% |
| 3M | -72.0% | -0.8% | -71.2% | -71.4% |
| 6M | -86.4% | -14.7% | -71.6% | -86.5% |
| YTD | -94.2% | -13.9% | -80.2% | -94.3% |
| 1Y | -98.4% | -18.6% | -79.8% | -98.4% |
| All | -99.8% | -30.1% | -69.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling