+179.3%
EXE vs TAP
-5.3%
+184.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.1% |
| 7D | -1.8% | -2.3% | +0.5% | -1.4% |
| 30D | +6.4% | -9.4% | +15.8% | +8.4% |
| 3M | +9.2% | -0.8% | +10.0% | +9.0% |
| 6M | -7.0% | -14.7% | +7.8% | -4.2% |
| YTD | -9.5% | -13.9% | +4.5% | -7.2% |
| 1Y | +6.2% | -18.6% | +24.8% | +10.1% |
| 3Y | +20.7% | -32.0% | +52.8% | +29.8% |
| 5Y | +103.6% | -1.0% | +104.6% | +85.7% |
| All | +179.3% | -5.3% | +184.6% | +153.5% |
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