+375.9%
EFA vs TAP
+200.3%
+175.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +1.3% | -6.3% | +7.6% | +3.3% |
| 30D | +0.5% | +2.7% | -2.2% | -0.6% |
| 3M | -4.1% | -3.7% | -0.4% | -3.5% |
| 6M | +2.4% | -2.0% | +4.5% | +2.0% |
| YTD | +10.0% | -12.3% | +22.4% | +12.8% |
| 1Y | +11.4% | -10.1% | +21.5% | +13.1% |
| 3Y | +65.4% | -25.3% | +90.6% | +74.9% |
| 5Y | +49.6% | -1.9% | +51.6% | +41.1% |
| 10Y | +144.8% | -47.8% | +192.6% | +170.2% |
| All | +375.9% | +200.3% | +175.5% | +197.9% |
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