+196.5%
ECL vs TAP
-47.8%
+244.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -2.3% | -8.0% | +5.7% | +0.6% |
| 30D | +8.3% | +4.1% | +4.2% | +6.6% |
| 3M | +8.4% | -4.4% | +12.8% | +9.7% |
| 6M | +23.3% | -1.9% | +25.2% | +23.3% |
| YTD | +18.2% | -12.1% | +30.3% | +22.1% |
| 1Y | +18.8% | -12.0% | +30.8% | +22.5% |
| 3Y | +78.5% | -25.0% | +103.5% | +91.0% |
| 5Y | +40.1% | -1.1% | +41.2% | +32.0% |
| 10Y | +196.5% | -47.6% | +244.1% | +184.6% |
| All | +196.5% | -47.8% | +244.3% | +184.6% |
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