+35.7%
ET vs TAP
-19.6%
+55.4%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +0.6% | -5.1% | +5.7% | +1.0% |
| 30D | +5.3% | -8.4% | +13.7% | +5.9% |
| 3M | +15.6% | -3.9% | +19.6% | +15.7% |
| 6M | +20.6% | -14.4% | +35.0% | +21.7% |
| YTD | +38.5% | -14.7% | +53.3% | +39.5% |
| 1Y | +35.7% | -18.7% | +54.4% | +36.8% |
| All | +35.7% | -19.6% | +55.4% | +36.8% |
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