+4.3%
EXE vs TAP
-19.6%
+23.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -2.7% | -5.1% | +2.4% | -2.8% |
| 30D | -0.4% | -8.4% | +8.1% | -0.5% |
| 3M | +9.5% | -3.9% | +13.4% | +9.5% |
| 6M | -9.3% | -14.4% | +5.0% | -9.4% |
| YTD | -10.9% | -14.7% | +3.8% | -10.3% |
| 1Y | +4.3% | -18.7% | +23.0% | +6.1% |
| All | +4.3% | -19.6% | +23.9% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling