-28.6%
BROS vs TAP
-19.0%
-9.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.8% |
| 7D | -0.9% | -2.3% | +1.4% | -0.5% |
| 30D | -13.5% | -9.4% | -4.0% | -12.0% |
| 3M | -18.4% | -0.8% | -17.6% | -18.4% |
| 6M | -10.6% | -14.7% | +4.2% | -8.4% |
| YTD | -25.1% | -13.9% | -11.1% | -24.7% |
| 1Y | -28.6% | -18.6% | -10.0% | -27.4% |
| All | -28.6% | -19.0% | -9.7% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling