+235.3%
DIA vs TAP
-47.7%
+282.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +1.6% | -6.3% | +7.9% | +3.4% |
| 30D | +1.2% | +2.7% | -1.5% | +0.3% |
| 3M | -2.4% | -3.7% | +1.3% | -1.8% |
| 6M | +5.7% | -2.0% | +7.7% | +5.4% |
| YTD | +9.9% | -12.3% | +22.3% | +12.5% |
| 1Y | +9.8% | -10.1% | +19.9% | +11.4% |
| 3Y | +59.8% | -25.3% | +85.0% | +68.6% |
| 5Y | +57.7% | -1.9% | +59.6% | +49.3% |
| All | +235.3% | -47.7% | +282.9% | +224.4% |
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