+45.2%
TAP vs BUD
+201.1%
-155.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -2.1% | -5.7% | +3.5% | +0.6% |
| 3M | +6.6% | +3.1% | +3.5% | +5.1% |
| 6M | -11.5% | +7.9% | -19.4% | -14.9% |
| YTD | -10.3% | +27.3% | -37.6% | -20.3% |
| 1Y | -14.4% | +37.8% | -52.2% | -26.8% |
| 3Y | -28.3% | +49.8% | -78.1% | -42.4% |
| 5Y | +1.7% | +43.8% | -42.1% | -18.5% |
| 10Y | -49.2% | -22.6% | -26.6% | -47.4% |
| All | +45.2% | +201.1% | -155.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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