+37.1%
DGX vs TAP
+1.1%
+36.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.3% | -0.6% |
| 7D | +1.6% | +1.3% | +0.3% | +1.3% |
| 30D | +11.2% | +5.7% | +5.5% | +9.9% |
| 3M | +10.4% | -1.9% | +12.3% | +10.4% |
| 6M | +37.1% | +0.9% | +36.1% | +35.9% |
| All | +37.1% | +1.1% | +36.0% | +35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling