-100.0%
DFNS vs TAP
+33.0%
-133.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -3.2% |
| 7D | -42.8% | -7.8% | -35.0% | -43.6% |
| 30D | -67.6% | +7.1% | -74.7% | -67.1% |
| 3M | -94.9% | -7.0% | -87.8% | -94.9% |
| 6M | -96.7% | -3.8% | -92.9% | -96.7% |
| YTD | -99.6% | -11.7% | -87.9% | -99.6% |
| 1Y | -99.7% | -10.1% | -89.6% | -99.7% |
| 3Y | -100.0% | -23.7% | -76.3% | -100.0% |
| 5Y | -100.0% | +2.9% | -102.9% | -100.0% |
| All | -100.0% | +33.0% | -133.0% | -100.0% |
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