+133.9%
BP vs TAP
-51.4%
+185.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +4.0% | -5.1% | +9.1% | +5.8% |
| 30D | +7.8% | -8.4% | +16.3% | +11.0% |
| 3M | +8.4% | -3.9% | +12.3% | +9.1% |
| 6M | +15.1% | -14.4% | +29.4% | +20.3% |
| YTD | +36.4% | -14.7% | +51.2% | +42.0% |
| 1Y | +40.9% | -18.7% | +59.6% | +48.7% |
| 3Y | +38.8% | -32.6% | +71.5% | +54.2% |
| 5Y | +141.1% | -1.4% | +142.5% | +115.4% |
| 10Y | +133.9% | -50.4% | +184.3% | +124.0% |
| All | +133.9% | -51.4% | +185.3% | +124.0% |
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