+47.2%
ES vs TAP
-24.9%
+72.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.1% | -7.8% | +7.7% | +2.2% |
| 30D | +5.7% | +7.1% | -1.4% | +3.6% |
| 3M | -2.8% | -7.0% | +4.2% | -1.1% |
| 6M | +7.0% | -3.8% | +10.8% | +7.5% |
| YTD | +6.8% | -11.7% | +18.5% | +9.1% |
| 1Y | -0.5% | -10.1% | +9.6% | +1.1% |
| 3Y | +47.2% | -23.7% | +70.9% | +52.0% |
| All | +47.2% | -24.9% | +72.1% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling