+569.2%
BKR vs TAP
+787.1%
-217.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.6% |
| 7D | +0.4% | -2.3% | +2.7% | +0.9% |
| 30D | +3.9% | -9.4% | +13.3% | +6.1% |
| 3M | -1.1% | -0.8% | -0.3% | -1.4% |
| 6M | +7.6% | -14.7% | +22.4% | +10.9% |
| YTD | +41.9% | -13.9% | +55.8% | +45.6% |
| 1Y | +42.2% | -18.6% | +60.9% | +47.5% |
| 3Y | +84.3% | -32.0% | +116.3% | +97.3% |
| 5Y | +215.7% | -1.0% | +216.7% | +204.9% |
| 10Y | +130.9% | -51.4% | +182.2% | +152.1% |
| All | +569.2% | +787.1% | -217.9% | +374.9% |
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