+44.2%
BP vs TAP
-23.7%
+67.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.1% |
| 7D | -11.6% | +0.5% | -12.2% | -11.7% |
| 30D | 0.0% | +9.1% | -9.1% | -0.8% |
| 3M | +6.7% | -3.8% | +10.5% | +6.8% |
| 6M | +2.2% | -3.4% | +5.6% | +2.1% |
| YTD | +33.0% | -10.6% | +43.6% | +33.6% |
| 1Y | +30.7% | -4.4% | +35.1% | +30.0% |
| 3Y | +44.2% | -24.4% | +68.6% | +48.3% |
| All | +44.2% | -23.7% | +67.9% | +48.3% |
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