+173.7%
ET vs TAP
-51.4%
+225.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +0.6% | -5.1% | +5.7% | +2.4% |
| 30D | +5.3% | -8.4% | +13.7% | +8.3% |
| 3M | +15.6% | -3.9% | +19.6% | +16.6% |
| 6M | +20.6% | -14.4% | +35.0% | +26.1% |
| YTD | +38.5% | -14.7% | +53.3% | +44.5% |
| 1Y | +35.7% | -18.7% | +54.4% | +43.4% |
| 3Y | +98.4% | -32.6% | +131.0% | +119.9% |
| 5Y | +245.3% | -1.4% | +246.7% | +218.0% |
| 10Y | +173.7% | -50.4% | +224.1% | +171.3% |
| All | +173.7% | -51.4% | +225.1% | +171.3% |
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