+22.2%
ESI vs TAP
-13.1%
+35.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.2% |
| 7D | +8.3% | -6.3% | +14.6% | +6.3% |
| 30D | -10.4% | +2.7% | -13.1% | -9.4% |
| 3M | -13.2% | -3.7% | -9.4% | -13.2% |
| 6M | -23.9% | -2.0% | -21.8% | -23.1% |
| YTD | +34.2% | -12.3% | +46.5% | +34.8% |
| 1Y | +22.2% | -10.1% | +32.3% | +20.9% |
| All | +22.2% | -13.1% | +35.3% | +20.9% |
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