-18.1%
TAP vs BG
+52.8%
-70.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -5.3% | +3.7% | -9.0% | -5.5% |
| 30D | -7.4% | +12.3% | -19.7% | -8.4% |
| 3M | -4.9% | -2.2% | -2.7% | -4.4% |
| 6M | -14.2% | +5.3% | -19.5% | -15.0% |
| YTD | -14.8% | +42.4% | -57.2% | -21.0% |
| 1Y | -18.1% | +55.2% | -73.3% | -24.2% |
| All | -18.1% | +52.8% | -70.9% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling