+519.9%
EWT vs TAP
+127.4%
+392.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.0% |
| 7D | +3.2% | -8.0% | +11.2% | +5.1% |
| 30D | -12.3% | +4.1% | -16.4% | -13.4% |
| 3M | -3.6% | -4.4% | +0.7% | -3.2% |
| 6M | +3.1% | -1.9% | +5.1% | +2.4% |
| YTD | +57.7% | -12.1% | +69.8% | +59.9% |
| 1Y | +60.3% | -12.0% | +72.3% | +62.3% |
| 3Y | +163.4% | -25.0% | +188.4% | +173.3% |
| 5Y | +127.4% | -1.1% | +128.5% | +115.5% |
| 10Y | +462.7% | -47.6% | +510.3% | +502.3% |
| All | +519.9% | +127.4% | +392.5% | +340.2% |
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 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