-33.4%
TAP vs WETO
-99.4%
+66.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | -1.0% |
| 7D | -5.1% | -38.7% | +33.6% | -5.4% |
| 30D | -8.4% | -51.3% | +42.9% | -8.4% |
| 3M | -3.9% | -97.8% | +93.9% | -4.5% |
| 6M | -14.4% | -94.8% | +80.4% | -14.9% |
| YTD | -14.7% | -97.2% | +82.5% | -15.3% |
| 1Y | -18.7% | -98.9% | +80.3% | -19.0% |
| All | -33.4% | -99.4% | +66.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling