+1,275.7%
ES vs TAP
+864.5%
+411.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.4% |
| 7D | +5.9% | +7.7% | -1.8% | +4.7% |
| 30D | +10.2% | +14.4% | -4.2% | +7.9% |
| 3M | +0.4% | +2.0% | -1.6% | -0.1% |
| 6M | +6.9% | +2.5% | +4.4% | +6.2% |
| YTD | +10.5% | -6.4% | +16.9% | +11.1% |
| 1Y | +3.2% | -2.3% | +5.5% | +3.0% |
| 3Y | +49.0% | -20.3% | +69.4% | +52.8% |
| 5Y | +4.5% | +6.9% | -2.4% | +2.1% |
| 10Y | +92.3% | -46.3% | +138.6% | +99.2% |
| All | +1,275.7% | +864.5% | +411.2% | +989.0% |
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 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