+3,922.7%
DELL vs TAP
-50.5%
+3,973.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -1.9% | -5.3% | +3.4% | -0.9% |
| 30D | +14.9% | -7.4% | +22.3% | +16.5% |
| 3M | +37.2% | -4.9% | +42.1% | +37.5% |
| 6M | +254.0% | -14.2% | +268.2% | +262.0% |
| YTD | +306.1% | -14.8% | +321.0% | +314.7% |
| 1Y | +312.3% | -18.1% | +330.4% | +323.8% |
| 3Y | +654.0% | -32.7% | +686.7% | +704.7% |
| 5Y | +1,055.3% | -0.5% | +1,055.8% | +976.0% |
| All | +3,922.7% | -50.5% | +3,973.2% | +3,809.2% |
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