-18.3%
TE vs TAP
-31.5%
+13.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.1% | +14.1% | +10.4% |
| 7D | +18.2% | -2.3% | +20.5% | +18.4% |
| 30D | -13.5% | -9.4% | -4.1% | -12.6% |
| 3M | -44.6% | -0.8% | -43.8% | -45.1% |
| 6M | -24.7% | -14.7% | -10.0% | -22.1% |
| YTD | -24.3% | -13.9% | -10.3% | -23.9% |
| 1Y | +155.6% | -18.6% | +174.2% | +161.7% |
| 3Y | -18.3% | -32.0% | +13.8% | -10.8% |
| All | -18.3% | -31.5% | +13.2% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling