+127.7%
BP vs TAP
-49.5%
+177.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -6.9% | -7.8% | +0.9% | -4.4% |
| 30D | -3.6% | +7.1% | -10.7% | -6.4% |
| 3M | +8.4% | -7.0% | +15.5% | +10.3% |
| 6M | +5.3% | -3.8% | +9.1% | +5.3% |
| YTD | +33.2% | -11.7% | +44.9% | +36.2% |
| 1Y | +28.2% | -10.1% | +38.3% | +30.0% |
| 3Y | +49.2% | -23.7% | +72.9% | +57.2% |
| 5Y | +102.9% | +2.9% | +100.0% | +77.7% |
| 10Y | +127.7% | -49.5% | +177.2% | +112.5% |
| All | +127.7% | -49.5% | +177.2% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling