+94.8%
BN vs TAP
-22.2%
+116.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -2.4% |
| 7D | -1.0% | +1.3% | -2.3% | -1.3% |
| 30D | +14.0% | +5.7% | +8.2% | +12.6% |
| 3M | -9.0% | -1.9% | -7.1% | -8.7% |
| 6M | -8.8% | +0.9% | -9.8% | -9.4% |
| YTD | -10.3% | -9.5% | -0.7% | -8.9% |
| 1Y | -5.8% | -9.0% | +3.1% | -4.7% |
| 3Y | +94.8% | -22.2% | +117.0% | +102.5% |
| All | +94.8% | -22.2% | +116.9% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling