+3,014.5%
EQT vs TAP
+778.9%
+2,235.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.0% | -5.1% | +3.1% | -1.1% |
| 30D | +1.0% | -8.4% | +9.5% | +2.7% |
| 3M | +4.0% | -3.9% | +7.9% | +4.6% |
| 6M | -11.7% | -14.4% | +2.7% | -9.4% |
| YTD | +2.8% | -14.7% | +17.6% | +5.3% |
| 1Y | +10.0% | -18.7% | +28.7% | +13.4% |
| 3Y | +34.1% | -32.6% | +66.8% | +41.6% |
| 5Y | +195.3% | -1.4% | +196.7% | +187.9% |
| 10Y | +51.6% | -50.4% | +101.9% | +60.7% |
| All | +3,014.5% | +778.9% | +2,235.6% | +2,618.9% |
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