+9,498.1%
DGX vs TAP
+729.0%
+8,769.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -2.3% | -2.3% | 0.0% | -1.9% |
| 30D | +0.6% | -2.1% | +2.7% | +0.9% |
| 3M | +21.4% | +6.6% | +14.8% | +19.8% |
| 6M | +14.7% | -11.5% | +26.2% | +16.9% |
| YTD | +38.4% | -10.3% | +48.7% | +40.5% |
| 1Y | +34.0% | -14.4% | +48.4% | +37.0% |
| 3Y | +92.7% | -28.3% | +121.0% | +102.2% |
| 5Y | +67.7% | +1.7% | +66.0% | +63.4% |
| 10Y | +248.0% | -49.2% | +297.2% | +268.6% |
| All | +9,498.1% | +729.0% | +8,769.1% | +7,017.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling