+173.2%
BKR vs TAP
-1.4%
+174.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.6% |
| 7D | -6.7% | -5.3% | -1.4% | -5.8% |
| 30D | -8.3% | -7.4% | -1.0% | -7.1% |
| 3M | -5.4% | -4.9% | -0.5% | -4.9% |
| 6M | +0.8% | -14.2% | +15.0% | +3.5% |
| YTD | +31.8% | -14.8% | +46.7% | +35.3% |
| 1Y | +28.6% | -18.1% | +46.7% | +32.9% |
| 3Y | +71.2% | -32.7% | +103.9% | +84.1% |
| All | +173.2% | -1.4% | +174.5% | +147.1% |
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