+49.6%
EFA vs TAP
-1.4%
+51.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +1.3% | -6.3% | +7.6% | +2.3% |
| 30D | +0.5% | +2.7% | -2.2% | 0.0% |
| 3M | -4.1% | -3.7% | -0.4% | -3.7% |
| 6M | +2.4% | -2.0% | +4.5% | +2.3% |
| YTD | +10.0% | -12.3% | +22.4% | +11.7% |
| 1Y | +11.4% | -10.1% | +21.5% | +12.4% |
| 3Y | +65.4% | -25.3% | +90.6% | +71.6% |
| 5Y | +49.6% | -1.9% | +51.6% | +42.3% |
| All | +49.6% | -1.4% | +51.0% | +42.3% |
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