+369.9%
ETR vs TAP
-46.0%
+415.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -4.0% | -1.6% |
| 7D | +0.5% | +1.3% | -0.7% | +0.2% |
| 30D | +6.4% | +5.7% | +0.6% | +4.4% |
| 3M | +4.0% | -1.9% | +5.9% | +4.0% |
| 6M | -0.5% | +0.9% | -1.4% | -1.6% |
| YTD | +22.4% | -9.5% | +31.9% | +24.4% |
| 1Y | +19.9% | -9.0% | +28.8% | +21.4% |
| 3Y | +154.7% | -22.2% | +177.0% | +166.1% |
| 5Y | +158.1% | +1.2% | +156.8% | +142.8% |
| All | +369.9% | -46.0% | +415.9% | +353.5% |
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 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