+463.5%
BTSG vs TAP
-32.6%
+496.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +2.9% | -5.1% | +8.0% | +3.4% |
| 30D | +0.9% | -8.4% | +9.3% | +1.8% |
| 3M | +1.6% | -3.9% | +5.6% | +1.9% |
| 6M | +46.8% | -14.4% | +61.2% | +49.5% |
| YTD | +65.5% | -14.7% | +80.3% | +67.8% |
| 1Y | +136.2% | -18.7% | +154.9% | +142.3% |
| All | +463.5% | -32.6% | +496.1% | +495.5% |
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