+135.8%
BP vs TAP
0.0%
+135.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +3.0% |
| 7D | +0.9% | -2.3% | +3.2% | +1.2% |
| 30D | +9.1% | -9.4% | +18.5% | +10.6% |
| 3M | +3.9% | -0.8% | +4.7% | +3.6% |
| 6M | +13.6% | -14.7% | +28.4% | +16.1% |
| YTD | +34.0% | -13.9% | +48.0% | +36.3% |
| 1Y | +39.2% | -18.6% | +57.8% | +42.8% |
| 3Y | +36.4% | -32.0% | +68.4% | +44.3% |
| 5Y | +135.8% | -1.0% | +136.8% | +106.9% |
| All | +135.8% | 0.0% | +135.8% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling