+278.6%
BR vs TAP
-46.0%
+324.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.3% |
| 7D | +1.1% | +1.3% | -0.2% | +0.7% |
| 30D | +14.4% | +5.7% | +8.7% | +12.7% |
| 3M | +12.4% | -1.9% | +14.3% | +12.8% |
| 6M | +35.4% | +0.9% | +34.5% | +34.8% |
| YTD | -12.2% | -9.5% | -2.7% | -10.8% |
| 1Y | -12.7% | -9.0% | -3.8% | -11.6% |
| 3Y | +14.3% | -22.2% | +36.5% | +19.2% |
| 5Y | +19.3% | +1.2% | +18.1% | +14.6% |
| All | +278.6% | -46.0% | +324.6% | +276.3% |
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 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