+185.6%
TAP vs BG
+937.2%
-751.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -6.3% | +1.5% | -7.8% | -6.6% |
| 30D | +2.7% | -7.0% | +9.7% | +4.1% |
| 3M | -3.7% | -10.0% | +6.2% | -2.0% |
| 6M | -2.0% | -19.8% | +17.8% | +1.7% |
| YTD | -12.3% | +14.3% | -26.6% | -15.5% |
| 1Y | -10.1% | +6.5% | -16.5% | -12.1% |
| 3Y | -25.3% | +4.4% | -29.6% | -27.5% |
| 5Y | -1.9% | +20.2% | -22.1% | -9.0% |
| 10Y | -47.8% | +108.5% | -156.3% | -58.3% |
| All | +185.6% | +937.2% | -751.6% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling