-33.5%
TAP vs WETO
-99.4%
+65.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -0.1% |
| 7D | -5.3% | -19.9% | +14.6% | -5.4% |
| 30D | -7.4% | -42.7% | +35.3% | -7.3% |
| 3M | -4.9% | -97.7% | +92.8% | -5.5% |
| 6M | -14.2% | -94.4% | +80.2% | -14.6% |
| YTD | -14.8% | -97.0% | +82.2% | -15.3% |
| 1Y | -18.1% | -98.9% | +80.8% | -18.4% |
| All | -33.5% | -99.4% | +65.9% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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