+48.6%
BP vs TAP
-22.2%
+70.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.5% |
| 7D | +2.6% | +1.3% | +1.4% | +2.5% |
| 30D | -6.4% | +5.7% | -12.1% | -6.9% |
| 3M | +8.0% | -1.9% | +9.9% | +8.0% |
| 6M | +6.0% | +0.9% | +5.1% | +5.6% |
| YTD | +36.5% | -9.5% | +46.0% | +37.0% |
| 1Y | +31.7% | -9.0% | +40.6% | +32.0% |
| 3Y | +48.6% | -22.2% | +70.8% | +51.9% |
| All | +48.6% | -22.2% | +70.7% | +51.9% |
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