+53.4%
EFA vs TAP
-0.5%
+53.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.5% | -5.1% | +4.6% | +0.4% |
| 30D | -1.3% | -8.4% | +7.1% | +0.1% |
| 3M | +5.2% | -3.9% | +9.1% | +5.6% |
| 6M | +9.4% | -14.4% | +23.7% | +12.0% |
| YTD | +12.7% | -14.7% | +27.5% | +15.2% |
| 1Y | +19.3% | -18.7% | +37.9% | +22.9% |
| 3Y | +66.3% | -32.6% | +99.0% | +76.9% |
| 5Y | +53.4% | -1.4% | +54.8% | +45.4% |
| All | +53.4% | -0.5% | +53.9% | +45.4% |
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