+14,609.3%
DE vs TAP
+825.0%
+13,784.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +10.0% | -2.3% | +12.3% | +10.6% |
| 30D | +13.3% | -2.1% | +15.5% | +13.8% |
| 3M | +17.5% | +6.6% | +10.9% | +15.3% |
| 6M | +13.6% | -11.5% | +25.1% | +16.2% |
| YTD | +49.8% | -10.3% | +60.0% | +52.5% |
| 1Y | +47.9% | -14.4% | +62.3% | +51.8% |
| 3Y | +72.5% | -28.3% | +100.8% | +83.1% |
| 5Y | +90.2% | +1.7% | +88.5% | +83.9% |
| 10Y | +865.4% | -49.2% | +914.6% | +949.6% |
| All | +14,609.3% | +825.0% | +13,784.3% | +9,400.6% |
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 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