-40.9%
SE vs TAP
-14.5%
-26.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -6.1% | -2.3% | -3.8% | -6.3% |
| 30D | -2.5% | -2.1% | -0.3% | -2.7% |
| 3M | +21.7% | +6.6% | +15.1% | +22.7% |
| 6M | +27.0% | -11.5% | +38.5% | +25.2% |
| YTD | -12.1% | -10.3% | -1.9% | -12.5% |
| 1Y | -40.9% | -14.4% | -26.5% | -39.5% |
| All | -40.9% | -14.5% | -26.4% | -39.5% |
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 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