+452.3%
EWT vs TAP
-46.0%
+498.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.3% |
| 7D | +9.1% | +1.3% | +7.9% | +8.9% |
| 30D | -12.2% | +5.7% | -17.9% | -13.1% |
| 3M | -9.4% | -1.9% | -7.5% | -9.4% |
| 6M | +2.7% | +0.9% | +1.7% | +1.8% |
| YTD | +53.3% | -9.5% | +62.8% | +54.4% |
| 1Y | +59.2% | -9.0% | +68.1% | +60.0% |
| 3Y | +157.1% | -22.2% | +179.3% | +163.2% |
| 5Y | +119.6% | +1.2% | +118.4% | +110.3% |
| All | +452.3% | -46.0% | +498.3% | +457.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling