+45.6%
DE vs TAP
-18.4%
+64.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.4% | -5.3% | +2.9% | -2.2% |
| 30D | +9.7% | -7.4% | +17.1% | +10.0% |
| 3M | +21.4% | -4.9% | +26.3% | +21.7% |
| 6M | +15.0% | -14.2% | +29.2% | +16.0% |
| YTD | +46.4% | -14.8% | +61.2% | +46.7% |
| 1Y | +45.6% | -18.1% | +63.7% | +47.3% |
| All | +45.6% | -18.4% | +64.0% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling