+7,328.4%
EW vs TAP
+239.4%
+7,089.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.2% |
| 7D | +11.0% | +0.5% | +10.5% | +10.8% |
| 30D | +19.1% | +9.1% | +9.9% | +16.8% |
| 3M | +14.4% | -3.8% | +18.1% | +14.8% |
| 6M | +22.8% | -3.4% | +26.2% | +23.0% |
| YTD | +19.8% | -10.6% | +30.5% | +21.3% |
| 1Y | +23.9% | -4.4% | +28.3% | +23.6% |
| 3Y | +52.2% | -24.4% | +76.6% | +57.2% |
| 5Y | -13.9% | +2.1% | -16.0% | -17.7% |
| 10Y | +241.9% | -48.7% | +290.6% | +259.6% |
| All | +7,328.4% | +239.4% | +7,089.0% | +5,938.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling