-3.8%
BROS vs TAP
+1.4%
-5.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -19.0% | -4.5% | -14.5% | -17.8% |
| 30D | -7.3% | +7.5% | -14.7% | -9.1% |
| 3M | -31.2% | -4.9% | -26.3% | -30.2% |
| 6M | -33.0% | -3.5% | -29.6% | -32.6% |
| YTD | -42.4% | -11.4% | -30.9% | -41.0% |
| 1Y | -37.7% | -10.8% | -26.9% | -36.5% |
| 3Y | +28.2% | -24.5% | +52.7% | +35.5% |
| 5Y | -43.4% | +2.5% | -45.8% | -39.8% |
| All | -3.8% | +1.4% | -5.2% | +1.6% |
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