+97.1%
DGX vs TAP
-32.4%
+129.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.3% |
| 7D | -0.3% | -2.3% | +2.0% | +0.2% |
| 30D | -1.2% | -9.4% | +8.2% | +1.1% |
| 3M | +19.9% | -0.8% | +20.7% | +19.7% |
| 6M | +19.2% | -14.7% | +34.0% | +23.5% |
| YTD | +37.5% | -13.9% | +51.4% | +41.9% |
| 1Y | +31.3% | -18.6% | +49.9% | +37.6% |
| All | +97.1% | -32.4% | +129.5% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling