+12,781.7%
ECL vs TAP
+825.0%
+11,956.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.6% | -2.3% | -0.3% | -2.1% |
| 30D | -2.2% | -2.1% | 0.0% | -1.8% |
| 3M | +10.1% | +6.6% | +3.5% | +8.5% |
| 6M | -5.7% | -11.5% | +5.8% | -3.6% |
| YTD | +7.0% | -10.3% | +17.2% | +8.9% |
| 1Y | +2.7% | -14.4% | +17.1% | +5.3% |
| 3Y | +57.7% | -28.3% | +86.0% | +66.3% |
| 5Y | +31.1% | +1.7% | +29.4% | +27.9% |
| 10Y | +150.9% | -49.2% | +200.1% | +168.3% |
| All | +12,781.7% | +825.0% | +11,956.7% | +8,957.4% |
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