+377.8%
ETR vs TAP
-47.8%
+425.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.1% | -8.0% | +8.1% | +2.4% |
| 30D | +7.7% | +4.1% | +3.6% | +6.2% |
| 3M | +5.7% | -4.4% | +10.1% | +6.5% |
| 6M | -0.3% | -1.9% | +1.7% | -0.5% |
| YTD | +23.4% | -12.1% | +35.4% | +26.4% |
| 1Y | +18.5% | -12.0% | +30.5% | +21.2% |
| 3Y | +155.6% | -25.0% | +180.6% | +169.9% |
| 5Y | +158.7% | -1.1% | +159.8% | +145.0% |
| 10Y | +377.8% | -47.6% | +425.4% | +368.7% |
| All | +377.8% | -47.8% | +425.6% | +368.7% |
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