+24.9%
ET vs TAP
-9.9%
+34.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -1.9% | -4.5% | +2.6% | -1.8% |
| 30D | -3.1% | +7.5% | -10.5% | -3.7% |
| 3M | -3.9% | -4.9% | +1.0% | -3.7% |
| 6M | +4.0% | -3.5% | +7.5% | +4.1% |
| YTD | +26.4% | -11.4% | +37.8% | +26.6% |
| 1Y | +24.9% | -10.8% | +35.7% | +25.5% |
| All | +24.9% | -9.9% | +34.8% | +25.5% |
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