+13.1%
TAP vs BTG
+355.9%
-342.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -8.0% | +1.4% | -9.4% | -8.1% |
| 30D | +4.1% | -1.1% | +5.2% | +4.0% |
| 3M | -4.4% | +2.5% | -6.9% | -4.6% |
| 6M | -1.9% | -3.1% | +1.1% | -2.2% |
| YTD | -12.1% | +16.3% | -28.4% | -13.1% |
| 1Y | -12.0% | +27.6% | -39.7% | -13.5% |
| 3Y | -25.0% | +89.5% | -114.6% | -28.0% |
| 5Y | -1.1% | +33.6% | -34.7% | -4.2% |
| 10Y | -47.6% | +178.2% | -225.8% | -51.2% |
| All | +13.1% | +355.9% | -342.9% | +13.9% |
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