-80.5%
TE vs TAP
-10.8%
-69.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.3% | -3.2% |
| 7D | -19.1% | +1.3% | -20.3% | -19.1% |
| 30D | -34.1% | +5.7% | -39.9% | -34.4% |
| 3M | -60.1% | -1.9% | -58.2% | -60.1% |
| 6M | -66.0% | +0.9% | -66.9% | -66.1% |
| YTD | -71.4% | -9.5% | -61.9% | -71.4% |
| 1Y | -45.3% | -9.0% | -36.3% | -45.4% |
| 3Y | +9.1% | -22.2% | +31.4% | +11.3% |
| 5Y | -82.6% | +1.2% | -83.8% | -82.6% |
| All | -80.5% | -10.8% | -69.8% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling