+551.0%
DELL vs TAP
+2.6%
+548.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.8% | -3.4% |
| 7D | -18.1% | -4.5% | -13.6% | -18.1% |
| 30D | -42.9% | +7.5% | -50.3% | -43.1% |
| 3M | -26.9% | -4.9% | -22.0% | -26.8% |
| 6M | +28.8% | -3.5% | +32.3% | +28.9% |
| YTD | +168.4% | -11.4% | +179.8% | +171.1% |
| 1Y | +136.8% | -10.8% | +147.6% | +138.7% |
| 3Y | +375.3% | -24.5% | +399.8% | +389.6% |
| 5Y | +551.0% | +2.5% | +548.6% | +487.7% |
| All | +551.0% | +2.6% | +548.4% | +487.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling