+119.3%
DG vs TAP
-49.5%
+168.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +0.7% | -7.8% | +8.5% | +2.5% |
| 30D | +7.4% | +7.1% | +0.3% | +6.0% |
| 3M | +8.5% | -7.0% | +15.6% | +10.2% |
| 6M | +21.9% | -3.8% | +25.7% | +22.9% |
| YTD | +4.9% | -11.7% | +16.6% | +7.3% |
| 1Y | +40.4% | -10.1% | +50.5% | +42.9% |
| 3Y | +23.5% | -23.7% | +47.2% | +28.9% |
| 5Y | -32.3% | +2.9% | -35.2% | -33.4% |
| 10Y | +119.3% | -49.5% | +168.8% | +138.8% |
| All | +119.3% | -49.5% | +168.8% | +138.8% |
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