+594.1%
EWT vs TAP
+132.0%
+462.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +4.0% | -2.3% | +6.3% | +4.5% |
| 30D | +10.3% | -2.1% | +12.4% | +10.7% |
| 3M | +6.1% | +6.6% | -0.5% | +3.8% |
| 6M | +56.6% | -11.5% | +68.1% | +59.8% |
| YTD | +76.6% | -10.3% | +86.8% | +79.1% |
| 1Y | +97.9% | -14.4% | +112.3% | +102.4% |
| 3Y | +198.0% | -28.3% | +226.3% | +213.9% |
| 5Y | +151.8% | +1.7% | +150.0% | +137.7% |
| 10Y | +514.1% | -49.2% | +563.4% | +567.4% |
| All | +594.1% | +132.0% | +462.1% | +392.9% |
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