-50.2%
BROS vs TAP
+2.0%
-52.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -0.8% |
| 7D | -21.2% | +0.5% | -21.8% | -21.2% |
| 30D | -11.6% | +9.1% | -20.7% | -14.0% |
| 3M | -36.7% | -3.8% | -32.9% | -35.9% |
| 6M | -42.8% | -3.4% | -39.4% | -42.4% |
| YTD | -44.8% | -10.6% | -34.2% | -43.5% |
| 1Y | -36.5% | -4.4% | -32.1% | -36.7% |
| 3Y | +27.0% | -24.4% | +51.3% | +35.1% |
| All | -50.2% | +2.0% | -52.1% | -53.9% |
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