-8.2%
EW vs TAP
+0.6%
-8.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -2.0% | +1.0% |
| 7D | +4.9% | +1.3% | +3.6% | +4.8% |
| 30D | +23.9% | +5.7% | +18.2% | +23.1% |
| 3M | +15.8% | -1.9% | +17.7% | +15.8% |
| 6M | +31.7% | +0.9% | +30.7% | +31.2% |
| YTD | +25.7% | -9.5% | +35.2% | +26.3% |
| 1Y | +24.4% | -9.0% | +33.4% | +24.9% |
| 3Y | +65.9% | -22.2% | +88.1% | +69.1% |
| All | -8.2% | +0.6% | -8.8% | -11.6% |
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