+502.6%
EWT vs TAP
-50.5%
+553.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -1.1% | -5.3% | +4.2% | -0.3% |
| 30D | +4.8% | -7.4% | +12.2% | +5.9% |
| 3M | +11.1% | -4.9% | +16.1% | +11.6% |
| 6M | +54.6% | -14.2% | +68.8% | +57.6% |
| YTD | +71.4% | -14.8% | +86.3% | +74.7% |
| 1Y | +82.1% | -18.1% | +100.2% | +86.5% |
| 3Y | +193.2% | -32.7% | +225.9% | +208.7% |
| 5Y | +146.1% | -0.5% | +146.6% | +135.6% |
| All | +502.6% | -50.5% | +553.1% | +558.7% |
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 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