+75.4%
ET vs TAP
-23.7%
+99.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.8% |
| 7D | -7.9% | +0.5% | -8.4% | -8.0% |
| 30D | -5.9% | +9.1% | -15.1% | -7.1% |
| 3M | -5.2% | -3.8% | -1.4% | -5.0% |
| 6M | +0.3% | -3.4% | +3.7% | +0.4% |
| YTD | +23.1% | -10.6% | +33.7% | +24.2% |
| 1Y | +22.7% | -4.4% | +27.1% | +22.5% |
| 3Y | +75.4% | -24.4% | +99.7% | +75.6% |
| All | +75.4% | -23.7% | +99.0% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling