+1,172.5%
BR vs TAP
+44.3%
+1,128.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -5.3% | -2.3% | -3.0% | -4.7% |
| 30D | +6.4% | -2.1% | +8.6% | +7.0% |
| 3M | +13.6% | +6.6% | +7.0% | +11.5% |
| 6M | -6.7% | -11.5% | +4.8% | -3.7% |
| YTD | -21.1% | -10.3% | -10.8% | -19.2% |
| 1Y | -29.6% | -14.4% | -15.2% | -27.1% |
| 3Y | -2.4% | -28.3% | +25.9% | +5.1% |
| 5Y | +11.2% | +1.7% | +9.5% | +5.5% |
| 10Y | +191.8% | -49.2% | +241.0% | +225.2% |
| All | +1,172.5% | +44.3% | +1,128.2% | +799.7% |
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 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