-51.7%
TE vs TAP
-11.8%
-39.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.3% |
| 7D | -22.0% | -8.0% | -14.0% | -27.3% |
| 30D | -33.6% | +4.1% | -37.7% | -30.5% |
| 3M | -61.1% | -4.4% | -56.7% | -62.0% |
| 6M | -64.7% | -1.9% | -62.8% | -63.1% |
| YTD | -68.1% | -12.1% | -56.1% | -68.9% |
| 1Y | -51.7% | -12.0% | -39.7% | -53.2% |
| All | -51.7% | -11.8% | -39.9% | -53.2% |
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