+4,316.7%
ETR vs TAP
+825.0%
+3,491.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.4% | -2.3% | +3.8% | +1.8% |
| 30D | +1.0% | -2.1% | +3.1% | +1.3% |
| 3M | -1.3% | +6.6% | -7.9% | -2.6% |
| 6M | +1.9% | -11.5% | +13.4% | +3.7% |
| YTD | +18.2% | -10.3% | +28.4% | +19.8% |
| 1Y | +24.7% | -14.4% | +39.1% | +27.2% |
| 3Y | +150.7% | -28.3% | +179.0% | +161.7% |
| 5Y | +127.0% | +1.7% | +125.3% | +121.7% |
| 10Y | +295.5% | -49.2% | +344.7% | +316.5% |
| All | +4,316.7% | +825.0% | +3,491.7% | +3,283.4% |
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