+86.6%
BWA vs TAP
-0.5%
+87.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | +0.1% | -5.1% | +5.2% | +1.9% |
| 30D | -5.6% | -8.4% | +2.9% | -2.9% |
| 3M | -10.7% | -3.9% | -6.8% | -10.2% |
| 6M | +23.2% | -14.4% | +37.5% | +28.9% |
| YTD | +46.0% | -14.7% | +60.7% | +53.2% |
| 1Y | +51.2% | -18.7% | +69.8% | +61.2% |
| 3Y | +69.6% | -32.6% | +102.2% | +93.5% |
| 5Y | +86.6% | -1.4% | +88.0% | +62.9% |
| All | +86.6% | -0.5% | +87.1% | +62.9% |
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