+144.5%
EXE vs TAP
-2.9%
+147.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | -3.9% | -7.8% | +3.9% | -2.4% |
| 30D | -2.6% | +7.1% | -9.7% | -4.2% |
| 3M | -6.9% | -7.0% | +0.2% | -5.8% |
| 6M | -9.3% | -3.8% | -5.5% | -9.1% |
| YTD | -20.7% | -11.7% | -9.0% | -19.4% |
| 1Y | -21.8% | -10.1% | -11.7% | -20.9% |
| 3Y | +16.2% | -23.7% | +39.9% | +20.3% |
| 5Y | +61.1% | +2.9% | +58.2% | +44.8% |
| All | +144.5% | -2.9% | +147.4% | +120.1% |
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