+302.3%
ETR vs TAP
-51.4%
+353.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.0% |
| 7D | +0.4% | -5.1% | +5.5% | +1.9% |
| 30D | +2.0% | -8.4% | +10.5% | +4.5% |
| 3M | -1.7% | -3.9% | +2.2% | -1.0% |
| 6M | +3.6% | -14.4% | +18.0% | +7.7% |
| YTD | +18.0% | -14.7% | +32.8% | +22.4% |
| 1Y | +26.2% | -18.7% | +44.9% | +32.3% |
| 3Y | +148.0% | -32.6% | +180.6% | +171.3% |
| 5Y | +126.1% | -1.4% | +127.5% | +114.1% |
| 10Y | +302.3% | -50.4% | +352.7% | +307.5% |
| All | +302.3% | -51.4% | +353.6% | +307.5% |
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