+6,438.2%
EW vs TAP
+240.8%
+6,197.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +2.8% | +6.6% | -3.8% | +1.2% |
| 6M | +5.5% | -11.5% | +17.0% | +7.6% |
| YTD | +5.5% | -10.3% | +15.7% | +7.0% |
| 1Y | +11.0% | -14.4% | +25.4% | +13.5% |
| 3Y | +17.7% | -28.3% | +46.0% | +23.2% |
| 5Y | -25.7% | +1.7% | -27.5% | -28.9% |
| 10Y | +132.8% | -49.2% | +182.0% | +146.2% |
| All | +6,438.2% | +240.8% | +6,197.4% | +5,223.5% |
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