+26.4%
ET vs TAP
+4.4%
+22.0%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -3.5% |
| 7D | -6.0% | +9.9% | -16.0% | -6.3% |
| 30D | -6.1% | +18.1% | -24.2% | -7.0% |
| 3M | -2.7% | +3.2% | -5.9% | -2.6% |
| 6M | +0.2% | +8.4% | -8.2% | -0.3% |
| YTD | +24.3% | -4.4% | +28.8% | +24.5% |
| 1Y | +26.4% | +3.2% | +23.1% | +25.9% |
| All | +26.4% | +4.4% | +22.0% | +25.9% |
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