+154.5%
ETR vs TAP
-24.9%
+179.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +1.7% | -7.8% | +9.6% | +3.0% |
| 30D | +8.7% | +7.1% | +1.6% | +7.5% |
| 3M | +4.9% | -7.0% | +12.0% | +5.9% |
| 6M | +0.8% | -3.8% | +4.6% | +1.0% |
| YTD | +23.1% | -11.7% | +34.8% | +24.5% |
| 1Y | +17.9% | -10.1% | +28.0% | +18.7% |
| 3Y | +154.5% | -23.7% | +178.2% | +156.3% |
| All | +154.5% | -24.9% | +179.4% | +156.3% |
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