+172.0%
ET vs TAP
-48.8%
+220.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -1.9% | -4.5% | +2.6% | -0.5% |
| 30D | -3.1% | +7.5% | -10.5% | -5.9% |
| 3M | -3.9% | -4.9% | +1.0% | -3.1% |
| 6M | +4.0% | -3.5% | +7.5% | +3.9% |
| YTD | +26.4% | -11.4% | +37.8% | +29.4% |
| 1Y | +24.9% | -10.8% | +35.7% | +27.3% |
| 3Y | +85.2% | -24.5% | +109.7% | +96.0% |
| 5Y | +218.3% | +2.5% | +215.9% | +187.1% |
| 10Y | +172.0% | -47.6% | +219.5% | +185.7% |
| All | +172.0% | -48.8% | +220.8% | +185.7% |
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