+1,682.6%
EL vs TAP
+724.6%
+958.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +3.2% |
| 7D | +0.8% | +0.5% | +0.2% | +0.5% |
| 30D | +16.5% | +9.1% | +7.4% | +14.1% |
| 3M | +29.2% | -3.8% | +33.0% | +30.0% |
| 6M | +27.9% | -3.4% | +31.4% | +28.5% |
| YTD | +6.2% | -10.6% | +16.8% | +8.2% |
| 1Y | +27.2% | -4.4% | +31.6% | +27.6% |
| 3Y | +3.2% | -24.4% | +27.6% | +8.6% |
| 5Y | -66.0% | +2.1% | -68.1% | -66.6% |
| 10Y | +58.3% | -48.7% | +107.1% | +69.8% |
| All | +1,682.6% | +724.6% | +958.0% | +1,508.3% |
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 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