+2,449.8%
ED vs TAP
+821.1%
+1,628.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.7% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +13.3% | +9.1% | +4.2% | +11.8% |
| 3M | +9.7% | -3.8% | +13.5% | +10.2% |
| 6M | +12.8% | -3.4% | +16.2% | +13.1% |
| YTD | +22.3% | -10.6% | +33.0% | +23.8% |
| 1Y | +26.3% | -4.4% | +30.7% | +26.4% |
| 3Y | +45.0% | -24.4% | +69.4% | +49.5% |
| 5Y | +80.2% | +2.1% | +78.1% | +76.5% |
| 10Y | +129.9% | -48.7% | +178.6% | +139.8% |
| All | +2,449.8% | +821.1% | +1,628.6% | +1,704.0% |
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