+68.2%
DD vs TAP
-52.1%
+120.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +1.4% |
| 7D | -0.6% | -2.3% | +1.7% | +0.3% |
| 30D | -7.4% | -9.4% | +2.0% | -3.9% |
| 3M | -6.4% | -0.8% | -5.6% | -6.8% |
| 6M | -2.5% | -14.7% | +12.3% | +2.8% |
| YTD | +10.2% | -13.9% | +24.2% | +15.3% |
| 1Y | +36.9% | -18.6% | +55.6% | +46.1% |
| 3Y | +47.0% | -32.0% | +79.0% | +66.3% |
| 5Y | +63.1% | -1.0% | +64.1% | +51.9% |
| 10Y | +68.2% | -51.4% | +119.5% | +67.6% |
| All | +68.2% | -52.1% | +120.2% | +67.6% |
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