+27.0%
BROS vs TAP
+2.7%
+24.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -6.7% | -2.3% | -4.4% | -6.1% |
| 30D | -29.1% | -2.1% | -26.9% | -28.7% |
| 3M | -16.7% | +6.6% | -23.3% | -18.4% |
| 6M | -11.6% | -11.5% | -0.1% | -9.0% |
| YTD | -23.9% | -10.3% | -13.7% | -22.4% |
| 1Y | -34.8% | -14.4% | -20.4% | -32.6% |
| 3Y | +62.1% | -28.3% | +90.4% | +74.0% |
| All | +27.0% | +2.7% | +24.3% | +33.6% |
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