+10,358.7%
EAT vs TAP
+821.1%
+9,537.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -1.7% |
| 7D | -2.6% | +0.5% | -3.2% | -2.8% |
| 30D | +11.5% | +9.1% | +2.3% | +8.9% |
| 3M | -9.1% | -3.8% | -5.3% | -8.6% |
| 6M | +40.4% | -3.4% | +43.9% | +40.8% |
| YTD | +43.9% | -10.6% | +54.6% | +46.7% |
| 1Y | +101.9% | -4.4% | +106.3% | +102.0% |
| 3Y | +489.9% | -24.4% | +514.2% | +517.9% |
| 5Y | +362.6% | +2.1% | +360.6% | +346.6% |
| 10Y | +385.7% | -48.7% | +434.4% | +429.5% |
| All | +10,358.7% | +821.1% | +9,537.6% | +7,198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling