+23.7%
EW vs TAP
-9.9%
+33.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +9.3% | -4.5% | +13.8% | +9.2% |
| 30D | +22.1% | +7.5% | +14.6% | +22.2% |
| 3M | +13.0% | -4.9% | +17.9% | +13.0% |
| 6M | +30.1% | -3.5% | +33.6% | +29.8% |
| YTD | +22.0% | -11.4% | +33.4% | +20.5% |
| 1Y | +23.7% | -10.8% | +34.5% | +22.0% |
| All | +23.7% | -9.9% | +33.6% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling