+779.0%
DE vs TAP
-47.5%
+826.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +2.3% | -8.0% | +10.3% | +5.0% |
| 30D | +9.3% | +4.1% | +5.3% | +7.6% |
| 3M | +12.2% | -4.4% | +16.6% | +13.2% |
| 6M | +18.1% | -1.9% | +20.0% | +17.6% |
| YTD | +49.8% | -12.1% | +61.8% | +53.8% |
| 1Y | +46.4% | -12.0% | +58.4% | +50.0% |
| 3Y | +92.5% | -25.0% | +117.6% | +105.4% |
| 5Y | +107.4% | -1.1% | +108.5% | +94.9% |
| All | +779.0% | -47.5% | +826.6% | +759.2% |
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