+14.8%
ECL vs TAP
-3.1%
+17.8%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.2% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | +8.1% | +9.1% | -1.0% | +5.1% |
| 3M | +6.4% | -3.8% | +10.2% | +7.9% |
| 6M | +14.8% | -3.4% | +18.2% | +15.4% |
| All | +14.8% | -3.1% | +17.8% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling