+134.3%
ED vs TAP
-49.5%
+183.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | -0.1% | -7.8% | +7.7% | +2.0% |
| 30D | +11.6% | +7.1% | +4.5% | +9.6% |
| 3M | +10.5% | -7.0% | +17.6% | +12.3% |
| 6M | +13.2% | -3.8% | +17.0% | +13.8% |
| YTD | +22.1% | -11.7% | +33.8% | +24.8% |
| 1Y | +24.2% | -10.1% | +34.3% | +26.1% |
| 3Y | +46.9% | -23.7% | +70.6% | +54.0% |
| 5Y | +80.8% | +2.9% | +77.9% | +72.0% |
| 10Y | +134.3% | -49.5% | +183.7% | +139.8% |
| All | +134.3% | -49.5% | +183.8% | +139.8% |
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