+149.3%
BWA vs TAP
-49.9%
+199.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | -1.3% | -3.9% | +2.6% | +0.2% |
| 30D | -2.9% | -5.3% | +2.3% | -1.1% |
| 3M | -10.7% | -3.8% | -6.9% | -10.2% |
| 6M | +26.5% | -11.4% | +37.8% | +30.8% |
| YTD | +49.1% | -13.7% | +62.8% | +55.8% |
| 1Y | +52.1% | -17.2% | +69.2% | +60.9% |
| 3Y | +72.6% | -33.1% | +105.6% | +96.9% |
| 5Y | +89.4% | +0.8% | +88.6% | +77.4% |
| All | +149.3% | -49.9% | +199.2% | +161.6% |
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 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