+559.0%
BTSG vs TAP
-30.0%
+589.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.8% |
| 7D | +3.8% | -4.5% | +8.3% | +4.2% |
| 30D | +13.7% | +7.5% | +6.3% | +12.8% |
| 3M | +18.0% | -4.9% | +22.8% | +18.4% |
| 6M | +32.2% | -3.5% | +35.7% | +32.4% |
| YTD | +93.6% | -11.4% | +105.0% | +95.2% |
| 1Y | +115.9% | -10.8% | +126.7% | +117.1% |
| All | +559.0% | -30.0% | +589.0% | +592.7% |
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