+148.6%
TE vs TAP
-14.5%
+163.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.2% |
| 7D | -4.0% | -2.3% | -1.7% | -5.0% |
| 30D | -15.9% | -2.1% | -13.8% | -16.6% |
| 3M | -60.5% | +6.6% | -67.2% | -59.2% |
| 6M | -35.2% | -11.5% | -23.7% | -33.8% |
| YTD | -31.1% | -10.3% | -20.9% | -33.4% |
| 1Y | +148.6% | -14.4% | +163.0% | +174.1% |
| All | +148.6% | -14.5% | +163.1% | +174.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling