-1.4%
TAP vs BG
+84.9%
-86.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -5.1% | +0.5% | -5.6% | -5.2% |
| 30D | -8.4% | +10.3% | -18.8% | -10.2% |
| 3M | -3.9% | -1.9% | -2.0% | -3.8% |
| 6M | -14.4% | +5.2% | -19.6% | -15.7% |
| YTD | -14.7% | +41.2% | -55.9% | -21.2% |
| 1Y | -18.7% | +50.5% | -69.2% | -26.0% |
| 3Y | -32.6% | +19.9% | -52.5% | -36.4% |
| 5Y | -1.4% | +86.7% | -88.1% | -23.5% |
| All | -1.4% | +84.9% | -86.3% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling