-79.9%
TE vs TAP
-13.6%
-66.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.3% | -7.2% | -7.5% |
| 7D | -13.6% | -6.3% | -7.3% | -13.3% |
| 30D | -37.7% | +2.7% | -40.4% | -37.9% |
| 3M | -59.8% | -3.7% | -56.1% | -59.7% |
| 6M | -66.3% | -2.0% | -64.3% | -66.4% |
| YTD | -70.5% | -12.3% | -58.2% | -70.4% |
| 1Y | -48.8% | -10.1% | -38.8% | -49.1% |
| 3Y | +31.3% | -25.3% | +56.6% | +34.3% |
| 5Y | -82.0% | -1.9% | -80.1% | -82.0% |
| All | -79.9% | -13.6% | -66.4% | -80.0% |
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