+2,207.4%
ED vs TAP
+825.0%
+1,382.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -0.2% | -2.3% | +2.1% | +0.2% |
| 30D | -0.1% | -2.1% | +2.0% | +0.1% |
| 3M | +3.9% | +6.6% | -2.7% | +2.8% |
| 6M | -3.0% | -11.5% | +8.5% | -1.5% |
| YTD | +10.7% | -10.3% | +20.9% | +12.1% |
| 1Y | +13.3% | -14.4% | +27.7% | +15.4% |
| 3Y | +34.5% | -28.3% | +62.8% | +39.8% |
| 5Y | +67.1% | +1.7% | +65.4% | +63.9% |
| 10Y | +103.0% | -49.2% | +152.3% | +112.2% |
| All | +2,207.4% | +825.0% | +1,382.4% | +1,532.8% |
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 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