+2,876.0%
DELL vs TAP
-47.7%
+2,923.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +17.1% | -6.3% | +23.4% | +18.4% |
| 30D | -35.1% | +2.7% | -37.8% | -35.8% |
| 3M | -23.3% | -3.7% | -19.6% | -23.3% |
| 6M | +55.8% | -2.0% | +57.8% | +53.9% |
| YTD | +198.0% | -12.3% | +210.3% | +200.7% |
| 1Y | +166.6% | -10.1% | +176.6% | +167.0% |
| 3Y | +427.6% | -25.3% | +452.9% | +443.7% |
| 5Y | +630.6% | -1.9% | +632.6% | +581.2% |
| All | +2,876.0% | -47.7% | +2,923.7% | +2,776.4% |
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