-99.6%
DFNS vs TAP
+4.4%
-104.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.0% | -21.4% | -18.0% |
| 7D | -27.7% | +9.9% | -37.6% | -27.2% |
| 30D | -58.0% | +18.1% | -76.1% | -57.4% |
| 3M | -94.0% | +3.2% | -97.2% | -93.9% |
| 6M | -94.6% | +8.4% | -103.0% | -94.4% |
| YTD | -99.4% | -4.4% | -95.0% | -99.5% |
| 1Y | -99.6% | +3.2% | -102.9% | -99.7% |
| All | -99.6% | +4.4% | -104.0% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling