+266.6%
EW vs TAP
-47.5%
+314.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.9% |
| 7D | +6.5% | -8.0% | +14.5% | +8.1% |
| 30D | +22.5% | +4.1% | +18.4% | +21.4% |
| 3M | +13.0% | -4.4% | +17.3% | +13.6% |
| 6M | +37.1% | -1.9% | +39.1% | +36.9% |
| YTD | +24.1% | -12.1% | +36.2% | +26.0% |
| 1Y | +24.2% | -12.0% | +36.3% | +26.0% |
| 3Y | +64.8% | -25.0% | +89.8% | +70.4% |
| 5Y | -7.4% | -1.1% | -6.4% | -11.6% |
| All | +266.6% | -47.5% | +314.1% | +249.9% |
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