-26.3%
EW vs TAP
+2.2%
-28.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.3% | -2.3% | +2.0% | -0.1% |
| 30D | +1.0% | -2.1% | +3.2% | +1.2% |
| 3M | +2.8% | +6.6% | -3.8% | +2.1% |
| 6M | +5.5% | -11.5% | +17.0% | +6.6% |
| YTD | +5.5% | -10.3% | +15.7% | +6.1% |
| 1Y | +11.0% | -14.4% | +25.4% | +12.3% |
| 3Y | +17.7% | -28.3% | +46.0% | +21.5% |
| All | -26.3% | +2.2% | -28.5% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling