+141.3%
ED vs TAP
-48.8%
+190.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +2.1% | -4.5% | +6.6% | +3.3% |
| 30D | +12.4% | +7.5% | +4.9% | +10.3% |
| 3M | +13.1% | -4.9% | +18.0% | +14.3% |
| 6M | +14.1% | -3.5% | +17.6% | +14.6% |
| YTD | +23.1% | -11.4% | +34.5% | +25.7% |
| 1Y | +25.4% | -10.8% | +36.2% | +27.7% |
| 3Y | +47.9% | -24.5% | +72.3% | +55.4% |
| 5Y | +81.9% | +2.5% | +79.4% | +73.3% |
| 10Y | +141.3% | -47.6% | +188.8% | +140.2% |
| All | +141.3% | -48.8% | +190.1% | +140.2% |
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