+121.7%
EW vs TAP
-52.1%
+173.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -2.7% |
| 7D | -4.4% | -2.3% | -2.1% | -4.0% |
| 30D | -3.3% | -9.4% | +6.1% | -1.5% |
| 3M | +1.0% | -0.8% | +1.8% | +0.9% |
| 6M | +6.2% | -14.7% | +21.0% | +9.1% |
| YTD | +1.7% | -13.9% | +15.7% | +4.0% |
| 1Y | +8.1% | -18.6% | +26.7% | +11.6% |
| 3Y | +17.1% | -32.0% | +49.1% | +24.2% |
| 5Y | -29.4% | -1.0% | -28.4% | -32.8% |
| 10Y | +121.7% | -51.4% | +173.1% | +141.0% |
| All | +121.7% | -52.1% | +173.8% | +141.0% |
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