+376.6%
EFA vs TAP
+210.1%
+166.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | -0.9% |
| 7D | +2.2% | +1.3% | +1.0% | +1.8% |
| 30D | +1.4% | +5.7% | -4.3% | -0.7% |
| 3M | -4.2% | -1.9% | -2.2% | -4.1% |
| 6M | +1.9% | +0.9% | +1.0% | +0.5% |
| YTD | +10.2% | -9.5% | +19.7% | +11.8% |
| 1Y | +12.8% | -9.0% | +21.7% | +14.1% |
| 3Y | +65.2% | -22.2% | +87.4% | +72.5% |
| 5Y | +49.8% | +1.2% | +48.6% | +39.9% |
| 10Y | +145.2% | -46.1% | +191.3% | +167.9% |
| All | +376.6% | +210.1% | +166.6% | +195.4% |
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 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