+325.9%
EAT vs TAP
-47.8%
+373.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.2% |
| 7D | -8.9% | -8.0% | -0.9% | -5.7% |
| 30D | +3.4% | +4.1% | -0.7% | +1.3% |
| 3M | -9.3% | -4.4% | -5.0% | -8.3% |
| 6M | +43.8% | -1.9% | +45.7% | +43.2% |
| YTD | +39.9% | -12.1% | +51.9% | +45.1% |
| 1Y | +89.7% | -12.0% | +101.8% | +96.2% |
| 3Y | +491.3% | -25.0% | +516.3% | +537.3% |
| 5Y | +365.4% | -1.1% | +366.5% | +323.7% |
| 10Y | +325.9% | -47.6% | +373.5% | +274.4% |
| All | +325.9% | -47.8% | +373.7% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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