-7.4%
BN vs TAP
-9.9%
+2.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | +4.3% | -4.5% | +8.8% | +4.9% |
| 30D | +14.3% | +7.5% | +6.8% | +14.3% |
| 3M | -4.1% | -4.9% | +0.8% | -3.7% |
| 6M | -9.7% | -3.5% | -6.2% | -9.4% |
| YTD | -7.1% | -11.4% | +4.3% | -6.2% |
| 1Y | -7.4% | -10.8% | +3.4% | -6.7% |
| All | -7.4% | -9.9% | +2.5% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling