+63.8%
EW vs TAP
-24.6%
+88.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +4.9% | -6.3% | +11.3% | +5.1% |
| 30D | +24.1% | +2.7% | +21.4% | +24.0% |
| 3M | +13.7% | -3.7% | +17.4% | +13.8% |
| 6M | +32.7% | -2.0% | +34.7% | +32.7% |
| YTD | +24.1% | -12.3% | +36.5% | +24.1% |
| 1Y | +23.6% | -10.1% | +33.7% | +23.5% |
| All | +63.8% | -24.6% | +88.4% | +66.2% |
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