-53.2%
TE vs TAP
-11.5%
-41.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -4.0% | -2.3% | -1.7% | -3.8% |
| 30D | -15.9% | -2.1% | -13.8% | -15.7% |
| 3M | -60.5% | +6.6% | -67.2% | -61.0% |
| 6M | -35.2% | -11.5% | -23.7% | -34.4% |
| YTD | -31.1% | -10.3% | -20.9% | -31.0% |
| 1Y | +148.6% | -14.4% | +163.0% | +150.8% |
| 3Y | -26.4% | -28.3% | +1.9% | -24.4% |
| 5Y | -48.0% | +1.7% | -49.7% | -48.1% |
| All | -53.2% | -11.5% | -41.6% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling