-51.6%
TAP vs BTG
+158.3%
-209.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | -5.3% | -5.5% | +0.2% | -4.9% |
| 30D | -7.4% | +6.1% | -13.5% | -7.7% |
| 3M | -4.9% | +38.6% | -43.6% | -6.9% |
| 6M | -14.2% | +0.7% | -14.9% | -14.7% |
| YTD | -14.8% | +20.3% | -35.2% | -16.4% |
| 1Y | -18.1% | +25.0% | -43.1% | -20.1% |
| 3Y | -32.7% | +97.3% | -130.0% | -37.1% |
| 5Y | -0.5% | +78.3% | -78.8% | -6.9% |
| All | -51.6% | +158.3% | -209.9% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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