-17.2%
DASH vs TAP
+4.4%
-21.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.3% | +7.8% |
| 7D | +17.2% | +9.9% | +7.2% | +15.8% |
| 30D | +3.6% | +18.1% | -14.6% | +2.0% |
| 3M | -1.9% | +3.2% | -5.1% | -2.3% |
| 6M | +15.1% | +8.4% | +6.6% | +15.0% |
| YTD | -12.3% | -4.4% | -7.9% | -16.8% |
| 1Y | -17.2% | +3.2% | -20.5% | -26.3% |
| All | -17.2% | +4.4% | -21.6% | -26.3% |
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 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