+182.6%
ESI vs TAP
+4.7%
+177.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +3.4% |
| 7D | -8.5% | +0.5% | -9.0% | -8.9% |
| 30D | -15.7% | +9.1% | -24.8% | -18.7% |
| 3M | -18.2% | -3.8% | -14.4% | -18.1% |
| 6M | -28.8% | -3.4% | -25.4% | -29.5% |
| YTD | +26.3% | -10.6% | +36.9% | +27.8% |
| 1Y | +18.2% | -4.4% | +22.6% | +16.4% |
| 3Y | +68.1% | -24.4% | +92.5% | +77.9% |
| 5Y | +28.8% | +2.1% | +26.7% | +18.0% |
| 10Y | +329.8% | -48.7% | +378.6% | +371.5% |
| All | +182.6% | +4.7% | +177.9% | +168.6% |
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