+382.0%
EAT vs TAP
-52.1%
+434.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -1.6% |
| 7D | -4.9% | -2.3% | -2.6% | -4.0% |
| 30D | -1.2% | -9.4% | +8.2% | +2.8% |
| 3M | +52.2% | -0.8% | +53.0% | +51.8% |
| 6M | +65.0% | -14.7% | +79.8% | +75.1% |
| YTD | +55.0% | -13.9% | +69.0% | +63.1% |
| 1Y | +42.1% | -18.6% | +60.7% | +52.6% |
| 3Y | +614.7% | -32.0% | +646.7% | +709.9% |
| 5Y | +322.7% | -1.0% | +323.7% | +286.0% |
| 10Y | +382.0% | -51.4% | +433.4% | +329.2% |
| All | +382.0% | -52.1% | +434.1% | +329.2% |
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