+11.7%
DASH vs TAP
-0.4%
+12.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.6% |
| 7D | -10.6% | -2.3% | -8.2% | -10.3% |
| 30D | +2.2% | -2.1% | +4.3% | +2.5% |
| 3M | +32.3% | +6.6% | +25.7% | +31.0% |
| 6M | +19.1% | -11.5% | +30.6% | +20.9% |
| YTD | -6.5% | -10.3% | +3.7% | -5.8% |
| 1Y | -14.9% | -14.4% | -0.5% | -13.7% |
| 3Y | +151.9% | -28.3% | +180.2% | +162.6% |
| 5Y | +9.4% | +1.7% | +7.7% | +9.1% |
| All | +11.7% | -0.4% | +12.1% | +7.5% |
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