+560.2%
BTSG vs TAP
-30.5%
+590.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +4.0% | -8.0% | +12.0% | +4.8% |
| 30D | +15.3% | +4.1% | +11.2% | +14.6% |
| 3M | +25.4% | -4.4% | +29.8% | +25.8% |
| 6M | +31.9% | -1.9% | +33.8% | +31.8% |
| YTD | +93.9% | -12.1% | +106.0% | +95.6% |
| 1Y | +114.2% | -12.0% | +126.2% | +115.8% |
| All | +560.2% | -30.5% | +590.6% | +594.4% |
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 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