-98.3%
DFNS vs TAP
-14.5%
-83.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -16.0% | -2.3% | -13.7% | -15.8% |
| 30D | -77.7% | -2.1% | -75.6% | -77.7% |
| 3M | -77.2% | +6.6% | -83.8% | -77.2% |
| 6M | -95.2% | -11.5% | -83.7% | -95.0% |
| YTD | -98.0% | -10.3% | -87.7% | -98.0% |
| 1Y | -98.3% | -14.4% | -83.9% | -98.1% |
| All | -98.3% | -14.5% | -83.8% | -98.1% |
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