+589.4%
SE vs TAP
-38.0%
+627.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -6.1% | -2.3% | -3.8% | -5.7% |
| 30D | -2.5% | -2.1% | -0.3% | -2.2% |
| 3M | +21.7% | +6.6% | +15.1% | +19.9% |
| 6M | +27.0% | -11.5% | +38.5% | +29.4% |
| YTD | -12.1% | -10.3% | -1.9% | -11.0% |
| 1Y | -40.9% | -14.4% | -26.5% | -39.7% |
| 3Y | +191.0% | -28.3% | +219.3% | +204.0% |
| 5Y | -68.3% | +1.7% | -70.0% | -69.3% |
| All | +589.4% | -38.0% | +627.3% | +597.2% |
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