+18.0%
BR vs TAP
+2.3%
+15.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +4.4% | -7.8% | +12.2% | +6.5% |
| 30D | +16.3% | +7.1% | +9.1% | +14.3% |
| 3M | +16.2% | -7.0% | +23.3% | +18.0% |
| 6M | +30.3% | -3.8% | +34.1% | +31.2% |
| YTD | -12.2% | -11.7% | -0.5% | -10.5% |
| 1Y | -11.3% | -10.1% | -1.2% | -10.1% |
| 3Y | +15.2% | -23.7% | +38.9% | +20.4% |
| 5Y | +18.0% | +2.9% | +15.1% | +13.7% |
| All | +18.0% | +2.3% | +15.8% | +13.7% |
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