+200.3%
EWT vs TAP
-31.5%
+231.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.6% |
| 7D | +1.6% | -2.3% | +4.0% | +1.6% |
| 30D | +8.2% | -9.4% | +17.6% | +8.0% |
| 3M | +11.1% | -0.8% | +11.9% | +10.9% |
| 6M | +60.4% | -14.7% | +75.2% | +61.3% |
| YTD | +75.6% | -13.9% | +89.5% | +76.3% |
| 1Y | +91.3% | -18.6% | +109.9% | +93.1% |
| 3Y | +200.3% | -32.0% | +232.3% | +206.2% |
| All | +200.3% | -31.5% | +231.8% | +206.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling