+1,335.7%
BP vs TAP
+825.0%
+510.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.9% | -2.3% | +6.3% | +4.3% |
| 30D | +7.6% | -2.1% | +9.8% | +7.9% |
| 3M | +0.7% | +6.6% | -5.9% | -0.8% |
| 6M | +15.5% | -11.5% | +27.0% | +17.5% |
| YTD | +30.8% | -10.3% | +41.1% | +32.5% |
| 1Y | +34.3% | -14.4% | +48.7% | +37.0% |
| 3Y | +35.1% | -28.3% | +63.3% | +41.0% |
| 5Y | +126.8% | +1.7% | +125.1% | +119.2% |
| 10Y | +123.4% | -49.2% | +172.6% | +135.1% |
| All | +1,335.7% | +825.0% | +510.7% | +1,072.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling