+34.3%
BP vs TAP
-14.5%
+48.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +3.9% | -2.3% | +6.3% | +3.9% |
| 30D | +7.6% | -2.1% | +9.8% | +7.5% |
| 3M | +0.7% | +6.6% | -5.9% | +0.7% |
| 6M | +15.5% | -11.5% | +27.0% | +15.6% |
| YTD | +30.8% | -10.3% | +41.1% | +30.1% |
| 1Y | +34.3% | -14.4% | +48.7% | +30.8% |
| All | +34.3% | -14.5% | +48.8% | +30.8% |
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 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