+64.9%
DGX vs TAP
-0.5%
+65.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.2% | -5.1% | +2.9% | -1.2% |
| 30D | -0.9% | -8.4% | +7.5% | +0.7% |
| 3M | +15.6% | -3.9% | +19.5% | +16.2% |
| 6M | +17.8% | -14.4% | +32.2% | +21.0% |
| YTD | +37.5% | -14.7% | +52.2% | +41.2% |
| 1Y | +31.2% | -18.7% | +49.8% | +35.9% |
| 3Y | +96.6% | -32.6% | +129.2% | +109.5% |
| 5Y | +64.9% | -1.4% | +66.3% | +68.2% |
| All | +64.9% | -0.5% | +65.4% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling