+468.7%
BTSG vs TAP
-32.0%
+500.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.1% | +3.4% |
| 7D | +5.7% | -2.3% | +8.1% | +6.0% |
| 30D | +0.2% | -9.4% | +9.6% | +1.2% |
| 3M | +5.6% | -0.8% | +6.4% | +5.6% |
| 6M | +50.8% | -14.7% | +65.5% | +53.8% |
| YTD | +67.0% | -13.9% | +81.0% | +69.2% |
| 1Y | +145.5% | -18.6% | +164.1% | +152.2% |
| All | +468.7% | -32.0% | +500.7% | +500.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling