+22.6%
BROS vs TAP
-2.4%
+25.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -6.6% | -5.1% | -1.5% | -5.2% |
| 30D | -12.3% | -8.4% | -3.9% | -10.2% |
| 3M | -22.2% | -3.9% | -18.3% | -21.5% |
| 6M | -14.3% | -14.4% | +0.1% | -10.9% |
| YTD | -26.6% | -14.7% | -11.8% | -24.0% |
| 1Y | -31.5% | -18.7% | -12.8% | -28.2% |
| 3Y | +62.3% | -32.6% | +94.9% | +77.3% |
| All | +22.6% | -2.4% | +25.0% | +30.8% |
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