+63.1%
BWA vs TAP
-24.6%
+87.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +7.3% | -6.3% | +13.6% | +8.6% |
| 30D | -15.8% | +2.7% | -18.5% | -16.6% |
| 3M | -25.7% | -3.7% | -22.0% | -25.5% |
| 6M | -19.6% | -2.0% | -17.6% | -20.0% |
| YTD | +14.1% | -12.3% | +26.4% | +17.9% |
| 1Y | +12.2% | -10.1% | +22.2% | +14.8% |
| All | +63.1% | -24.6% | +87.7% | +72.7% |
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