+24.9%
ESI vs TAP
+4.4%
+20.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.0% | -7.7% | -3.8% |
| 7D | -6.6% | +9.9% | -16.5% | -4.0% |
| 30D | -10.9% | +18.1% | -29.0% | -7.0% |
| 3M | -13.8% | +3.2% | -17.0% | -12.1% |
| 6M | -21.5% | +8.4% | -30.0% | -19.3% |
| YTD | +34.7% | -4.4% | +39.1% | +38.2% |
| 1Y | +24.9% | +3.2% | +21.7% | +23.5% |
| All | +24.9% | +4.4% | +20.5% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling