-50.0%
TE vs TAP
-15.9%
-34.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -2.9% |
| 7D | +15.0% | -5.1% | +20.1% | +15.4% |
| 30D | -7.5% | -8.4% | +0.9% | -6.9% |
| 3M | -42.0% | -3.9% | -38.0% | -42.0% |
| 6M | -31.4% | -14.4% | -17.0% | -30.5% |
| YTD | -26.5% | -14.7% | -11.8% | -26.0% |
| 1Y | +153.1% | -18.7% | +171.8% | +156.1% |
| 3Y | -20.7% | -32.6% | +12.0% | -18.1% |
| 5Y | -45.4% | -1.4% | -44.0% | -45.4% |
| All | -50.0% | -15.9% | -34.1% | -49.9% |
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