+365.7%
SE vs TAP
-38.2%
+404.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.9% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | -20.0% | +9.1% | -29.1% | -21.3% |
| 3M | -31.8% | -3.8% | -28.0% | -31.5% |
| 6M | -15.9% | -3.4% | -12.4% | -15.8% |
| YTD | -40.6% | -10.6% | -30.0% | -40.0% |
| 1Y | -50.7% | -4.4% | -46.3% | -50.9% |
| 3Y | +70.3% | -24.4% | +94.7% | +75.6% |
| 5Y | -78.8% | +2.1% | -80.9% | -79.6% |
| All | +365.7% | -38.2% | +404.0% | +370.4% |
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