+15.4%
TAP vs BTG
+392.0%
-376.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -2.3% | -0.9% | -1.4% | -2.3% |
| 30D | -2.1% | +36.8% | -39.0% | -3.4% |
| 3M | +6.6% | +23.1% | -16.5% | +5.6% |
| 6M | -11.5% | +3.5% | -15.0% | -11.9% |
| YTD | -10.3% | +25.5% | -35.8% | -11.5% |
| 1Y | -14.4% | +40.1% | -54.5% | -16.1% |
| 3Y | -28.3% | +101.1% | -129.4% | -31.2% |
| 5Y | +1.7% | +70.6% | -68.9% | -2.2% |
| 10Y | -49.2% | +152.1% | -201.4% | -52.5% |
| All | +15.4% | +392.0% | -376.6% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling