+1,236.8%
EWY vs TAP
+155.1%
+1,081.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +4.8% | -2.3% | +7.1% | +5.5% |
| 30D | +11.7% | -2.1% | +13.8% | +12.1% |
| 3M | -7.4% | +6.6% | -14.0% | -10.3% |
| 6M | +40.6% | -11.5% | +52.1% | +43.6% |
| YTD | +94.3% | -10.3% | +104.5% | +96.9% |
| 1Y | +164.3% | -14.4% | +178.7% | +170.6% |
| 3Y | +221.0% | -28.3% | +249.3% | +241.1% |
| 5Y | +139.1% | +1.7% | +137.4% | +121.2% |
| 10Y | +298.8% | -49.2% | +348.0% | +341.1% |
| All | +1,236.8% | +155.1% | +1,081.7% | +912.8% |
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