-5.1%
DASH vs TAP
+3.9%
-9.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.1% | -7.3% | -9.0% |
| 7D | +0.5% | +7.7% | -7.2% | -0.6% |
| 30D | -7.1% | +14.4% | -21.5% | -8.9% |
| 3M | -13.2% | +2.0% | -15.2% | -13.4% |
| 6M | +8.3% | +2.5% | +5.8% | +7.9% |
| YTD | -20.6% | -6.4% | -14.1% | -20.4% |
| 1Y | -24.4% | -2.3% | -22.1% | -24.9% |
| 3Y | +94.5% | -20.3% | +114.8% | +98.8% |
| 5Y | -9.4% | +6.9% | -16.3% | -10.3% |
| All | -5.1% | +3.9% | -9.0% | -9.2% |
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 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