+42.1%
EAT vs TAP
-19.0%
+61.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -2.5% |
| 7D | -4.9% | -2.3% | -2.6% | -4.4% |
| 30D | -1.2% | -9.4% | +8.2% | +0.8% |
| 3M | +52.2% | -0.8% | +53.0% | +51.8% |
| 6M | +65.0% | -14.7% | +79.8% | +69.6% |
| YTD | +55.0% | -13.9% | +69.0% | +57.9% |
| 1Y | +42.1% | -18.6% | +60.7% | +44.4% |
| All | +42.1% | -19.0% | +61.0% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling