+82.9%
ED vs TAP
+2.0%
+81.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.4% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +13.3% | +9.1% | +4.2% | +11.2% |
| 3M | +9.7% | -3.8% | +13.5% | +10.4% |
| 6M | +12.8% | -3.4% | +16.2% | +13.2% |
| YTD | +22.3% | -10.6% | +33.0% | +24.2% |
| 1Y | +26.3% | -4.4% | +30.7% | +26.1% |
| 3Y | +45.0% | -24.4% | +69.4% | +51.7% |
| All | +82.9% | +2.0% | +81.0% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling