+181.0%
TAP vs BG
+1,169.9%
-988.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | -3.9% | +3.1% | -7.0% | -4.5% |
| 30D | -5.3% | +10.2% | -15.5% | -7.2% |
| 3M | -3.8% | -1.7% | -2.1% | -3.8% |
| 6M | -11.4% | +1.0% | -12.4% | -12.1% |
| YTD | -13.7% | +39.9% | -53.7% | -19.9% |
| 1Y | -17.2% | +53.2% | -70.4% | -24.7% |
| 3Y | -33.1% | +16.3% | -49.3% | -36.4% |
| 5Y | +0.8% | +83.9% | -83.1% | -13.8% |
| 10Y | -49.8% | +165.1% | -214.9% | -61.7% |
| All | +181.0% | +1,169.9% | -988.9% | +75.9% |
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