+306.8%
ESI vs TAP
-52.1%
+358.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +2.0% |
| 7D | +5.4% | -2.3% | +7.7% | +6.2% |
| 30D | -4.2% | -9.4% | +5.2% | -1.2% |
| 3M | -9.6% | -0.8% | -8.8% | -10.5% |
| 6M | +18.3% | -14.7% | +33.1% | +23.4% |
| YTD | +45.8% | -13.9% | +59.8% | +50.7% |
| 1Y | +39.2% | -18.6% | +57.8% | +46.4% |
| 3Y | +86.3% | -32.0% | +118.3% | +106.9% |
| 5Y | +76.2% | -1.0% | +77.2% | +63.6% |
| 10Y | +306.8% | -51.4% | +358.1% | +350.3% |
| All | +306.8% | -52.1% | +358.8% | +350.3% |
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