-24.4%
TAP vs ESTC
+13.7%
-38.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -8.0% | -2.6% | -5.4% | -8.0% |
| 30D | +4.1% | -8.6% | +12.7% | +4.0% |
| 3M | -4.4% | +14.4% | -18.7% | -4.5% |
| 6M | -1.9% | +73.3% | -75.2% | -2.1% |
| YTD | -12.1% | +15.7% | -27.8% | -11.9% |
| 1Y | -12.0% | -7.6% | -4.5% | -11.6% |
| All | -24.4% | +13.7% | -38.1% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 3y: compounded portfolio wealth divided by compounded ESTC 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…
3y analysis · Full analysis span regression · 6 months rolling