+310.8%
ESI vs TAP
-49.5%
+360.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.5% |
| 7D | -3.5% | -7.8% | +4.4% | -1.1% |
| 30D | -9.3% | +7.1% | -16.4% | -11.9% |
| 3M | -12.8% | -7.0% | -5.7% | -11.6% |
| 6M | -24.6% | -3.8% | -20.8% | -25.2% |
| YTD | +32.7% | -11.7% | +44.4% | +34.9% |
| 1Y | +20.3% | -10.1% | +30.4% | +21.2% |
| 3Y | +80.2% | -23.7% | +103.9% | +89.8% |
| 5Y | +40.0% | +2.9% | +37.1% | +27.1% |
| 10Y | +310.8% | -49.5% | +360.3% | +335.4% |
| All | +310.8% | -49.5% | +360.3% | +335.4% |
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