-32.6%
TAP vs WETO
-99.4%
+66.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.2% |
| 7D | -3.9% | -4.3% | +0.4% | -3.9% |
| 30D | -5.3% | -39.9% | +34.6% | -5.2% |
| 3M | -3.8% | -97.9% | +94.1% | -4.4% |
| 6M | -11.4% | -95.0% | +83.7% | -11.9% |
| YTD | -13.7% | -97.2% | +83.4% | -14.3% |
| 1Y | -17.2% | -98.9% | +81.7% | -17.5% |
| All | -32.6% | -99.4% | +66.8% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling