+483.0%
EAT vs TAP
-22.2%
+505.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | -0.2% |
| 7D | -4.0% | +1.3% | -5.3% | -4.2% |
| 30D | -2.9% | +5.7% | -8.6% | -3.8% |
| 3M | -16.9% | -1.9% | -15.0% | -16.6% |
| 6M | +57.0% | +0.9% | +56.0% | +56.2% |
| YTD | +38.2% | -9.5% | +47.7% | +39.9% |
| 1Y | +69.3% | -9.0% | +78.2% | +71.1% |
| 3Y | +483.0% | -22.2% | +505.2% | +447.5% |
| All | +483.0% | -22.2% | +505.1% | +447.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling