+77.5%
DE vs TAP
-31.5%
+109.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.1% |
| 7D | +0.7% | -2.3% | +3.0% | +1.1% |
| 30D | +9.6% | -9.4% | +19.0% | +11.6% |
| 3M | +19.0% | -0.8% | +19.8% | +18.8% |
| 6M | +16.1% | -14.7% | +30.8% | +19.6% |
| YTD | +47.0% | -13.9% | +61.0% | +50.5% |
| 1Y | +43.1% | -18.6% | +61.8% | +48.7% |
| 3Y | +77.5% | -32.0% | +109.5% | +90.3% |
| All | +77.5% | -31.5% | +109.0% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling