+55.2%
EWT vs TAP
+4.4%
+50.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -0.5% |
| 7D | -10.9% | +9.9% | -20.8% | -8.8% |
| 30D | -17.7% | +18.1% | -35.9% | -14.5% |
| 3M | -5.0% | +3.2% | -8.2% | -3.6% |
| 6M | +7.4% | +8.4% | -1.1% | +10.1% |
| YTD | +52.8% | -4.4% | +57.2% | +56.5% |
| 1Y | +55.2% | +3.2% | +51.9% | +57.7% |
| All | +55.2% | +4.4% | +50.8% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling