+31.2%
EL vs TAP
-52.1%
+83.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.6% |
| 7D | +1.7% | -2.3% | +4.0% | +2.5% |
| 30D | +15.5% | -9.4% | +24.9% | +19.6% |
| 3M | +20.6% | -0.8% | +21.4% | +20.8% |
| 6M | +10.5% | -14.7% | +25.2% | +16.4% |
| YTD | -1.9% | -13.9% | +12.1% | +2.8% |
| 1Y | +16.1% | -18.6% | +34.7% | +23.6% |
| 3Y | -30.2% | -32.0% | +1.8% | -21.7% |
| 5Y | -67.4% | -1.0% | -66.4% | -68.2% |
| 10Y | +31.2% | -51.4% | +82.6% | +44.1% |
| All | +31.2% | -52.1% | +83.3% | +44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling