+224.6%
ESI vs TAP
+5.1%
+219.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +3.3% | -2.3% | +5.6% | +4.1% |
| 30D | -5.9% | -2.1% | -3.7% | -5.5% |
| 3M | -14.1% | +6.6% | -20.7% | -17.0% |
| 6M | +6.6% | -11.5% | +18.1% | +9.8% |
| YTD | +45.0% | -10.3% | +55.3% | +47.8% |
| 1Y | +41.5% | -14.4% | +55.8% | +46.2% |
| 3Y | +78.8% | -28.3% | +107.0% | +94.6% |
| 5Y | +70.9% | +1.7% | +69.2% | +58.2% |
| 10Y | +317.1% | -49.2% | +366.3% | +363.3% |
| All | +224.6% | +5.1% | +219.5% | +210.6% |
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