+28.7%
BWA vs TAP
-1.4%
+30.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +7.3% | -6.3% | +13.6% | +9.3% |
| 30D | -15.8% | +2.7% | -18.5% | -17.0% |
| 3M | -25.7% | -3.7% | -22.0% | -25.4% |
| 6M | -19.6% | -2.0% | -17.6% | -20.3% |
| YTD | +14.1% | -12.3% | +26.4% | +17.9% |
| 1Y | +12.2% | -10.1% | +22.2% | +14.5% |
| 3Y | +63.8% | -25.3% | +89.1% | +77.7% |
| 5Y | +28.7% | -1.9% | +30.7% | +11.6% |
| All | +28.7% | -1.4% | +30.1% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling