-51.6%
TAP vs BG
+171.4%
-223.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -5.3% | +3.7% | -9.0% | -6.1% |
| 30D | -7.4% | +12.3% | -19.7% | -10.0% |
| 3M | -4.9% | -2.2% | -2.7% | -4.8% |
| 6M | -14.2% | +5.3% | -19.5% | -15.9% |
| YTD | -14.8% | +42.4% | -57.2% | -22.6% |
| 1Y | -18.1% | +55.2% | -73.3% | -27.4% |
| 3Y | -32.7% | +21.0% | -53.7% | -37.4% |
| 5Y | -0.5% | +87.1% | -87.6% | -19.4% |
| All | -51.6% | +171.4% | -223.0% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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