+178.5%
EXE vs TAP
-1.3%
+179.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.3% | -2.3% | +2.1% | +0.2% |
| 30D | +8.5% | -2.1% | +10.6% | +8.8% |
| 3M | +5.5% | +6.6% | -1.2% | +3.7% |
| 6M | -5.9% | -11.5% | +5.6% | -3.8% |
| YTD | -9.7% | -10.3% | +0.5% | -8.2% |
| 1Y | +3.6% | -14.4% | +18.0% | +6.2% |
| 3Y | +18.0% | -28.3% | +46.3% | +25.3% |
| 5Y | +109.4% | +1.7% | +107.7% | +90.0% |
| All | +178.5% | -1.3% | +179.8% | +150.7% |
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