-0.5%
TAP vs BTG
+74.4%
-74.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.1% |
| 7D | -5.3% | -5.8% | +0.5% | -4.9% |
| 30D | -7.4% | +5.7% | -13.1% | -7.7% |
| 3M | -4.9% | +38.1% | -43.1% | -7.0% |
| 6M | -14.2% | +0.3% | -14.5% | -14.6% |
| YTD | -14.8% | +19.9% | -34.7% | -16.6% |
| 1Y | -18.1% | +24.6% | -42.7% | -20.5% |
| 3Y | -32.7% | +96.6% | -129.3% | -38.5% |
| 5Y | -0.5% | +77.7% | -78.2% | -7.1% |
| All | -0.5% | +74.4% | -74.8% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling