-14.6%
EW vs TAP
+2.0%
-16.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.7% |
| 7D | +11.0% | +0.5% | +10.5% | +10.9% |
| 30D | +19.1% | +9.1% | +9.9% | +17.9% |
| 3M | +14.4% | -3.8% | +18.1% | +14.6% |
| 6M | +22.8% | -3.4% | +26.2% | +22.9% |
| YTD | +19.8% | -10.6% | +30.5% | +20.6% |
| 1Y | +23.9% | -4.4% | +28.3% | +23.5% |
| 3Y | +52.2% | -24.4% | +76.6% | +55.8% |
| All | -14.6% | +2.0% | -16.5% | -18.2% |
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 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