+242.4%
DGX vs TAP
-50.5%
+292.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -3.5% | -5.3% | +1.8% | -2.3% |
| 30D | -2.7% | -7.4% | +4.7% | -1.1% |
| 3M | +13.9% | -4.9% | +18.8% | +14.9% |
| 6M | +16.0% | -14.2% | +30.2% | +19.5% |
| YTD | +34.9% | -14.8% | +49.8% | +39.0% |
| 1Y | +30.6% | -18.1% | +48.7% | +35.5% |
| 3Y | +93.0% | -32.7% | +125.7% | +107.7% |
| 5Y | +64.4% | -0.5% | +64.9% | +59.4% |
| All | +242.4% | -50.5% | +292.9% | +265.7% |
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 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