+89.2%
ES vs TAP
-48.8%
+138.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.9% | -4.5% | +5.4% | +2.2% |
| 30D | +5.9% | +7.5% | -1.6% | +3.7% |
| 3M | -1.0% | -4.9% | +3.9% | 0.0% |
| 6M | +7.2% | -3.5% | +10.7% | +7.6% |
| YTD | +7.0% | -11.4% | +18.4% | +9.5% |
| 1Y | +0.5% | -10.8% | +11.2% | +2.6% |
| 3Y | +48.7% | -24.5% | +73.1% | +57.8% |
| 5Y | +1.9% | +2.5% | -0.5% | -2.2% |
| 10Y | +89.2% | -47.6% | +136.7% | +90.9% |
| All | +89.2% | -48.8% | +138.0% | +90.9% |
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 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