+2,662.4%
DELL vs TAP
-46.0%
+2,708.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.2% | -10.4% | -7.7% |
| 7D | +4.9% | +1.3% | +3.6% | +4.6% |
| 30D | -32.1% | +5.7% | -37.8% | -33.2% |
| 3M | -30.2% | -1.9% | -28.3% | -30.4% |
| 6M | +41.7% | +0.9% | +40.8% | +39.2% |
| YTD | +176.6% | -9.5% | +186.1% | +177.4% |
| 1Y | +159.9% | -9.0% | +168.9% | +160.2% |
| 3Y | +388.0% | -22.2% | +410.2% | +398.5% |
| 5Y | +578.2% | +1.2% | +577.0% | +528.5% |
| All | +2,662.4% | -46.0% | +2,708.4% | +2,553.9% |
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