+1,458.7%
ET vs TAP
+113.7%
+1,345.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.9% | -2.3% | +3.2% | +1.6% |
| 30D | +7.5% | -2.1% | +9.6% | +8.0% |
| 3M | +11.4% | +6.6% | +4.8% | +8.4% |
| 6M | +18.5% | -11.5% | +30.0% | +22.6% |
| YTD | +37.4% | -10.3% | +47.6% | +40.9% |
| 1Y | +30.9% | -14.4% | +45.3% | +35.9% |
| 3Y | +98.7% | -28.3% | +127.0% | +115.3% |
| 5Y | +230.7% | +1.7% | +229.0% | +207.0% |
| 10Y | +175.6% | -49.2% | +224.8% | +210.3% |
| All | +1,458.7% | +113.7% | +1,345.0% | +1,047.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling