+14,519.2%
DE vs TAP
+813.1%
+13,706.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | +3.3% | -4.5% | +7.8% | +4.4% |
| 30D | +10.7% | +7.5% | +3.3% | +8.6% |
| 3M | +13.1% | -4.9% | +18.0% | +14.0% |
| 6M | +20.2% | -3.5% | +23.7% | +20.4% |
| YTD | +48.9% | -11.4% | +60.3% | +51.6% |
| 1Y | +46.6% | -10.8% | +57.4% | +48.8% |
| 3Y | +91.4% | -24.5% | +115.9% | +100.2% |
| 5Y | +108.1% | +2.5% | +105.7% | +100.4% |
| 10Y | +782.7% | -47.6% | +830.3% | +851.7% |
| All | +14,519.2% | +813.1% | +13,706.0% | +9,344.7% |
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