-9.5%
DASH vs TAP
+0.5%
-10.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -1.2% |
| 7D | -4.5% | +1.3% | -5.8% | -4.8% |
| 30D | -6.8% | +5.7% | -12.5% | -7.5% |
| 3M | -20.7% | -1.9% | -18.8% | -20.4% |
| 6M | +15.1% | +0.9% | +14.1% | +14.9% |
| YTD | -24.3% | -9.5% | -14.8% | -23.7% |
| 1Y | -12.1% | -9.0% | -3.2% | -11.7% |
| 3Y | +91.1% | -22.2% | +113.3% | +95.9% |
| 5Y | -30.3% | +1.2% | -31.5% | -30.5% |
| All | -9.5% | +0.5% | -10.0% | -13.0% |
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