+246.2%
DIA vs TAP
-52.1%
+298.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.7% |
| 30D | -2.1% | -9.4% | +7.3% | +0.5% |
| 3M | +4.2% | -0.8% | +5.0% | +3.9% |
| 6M | +11.9% | -14.7% | +26.6% | +16.2% |
| YTD | +10.8% | -13.9% | +24.8% | +14.4% |
| 1Y | +17.5% | -18.6% | +36.1% | +22.9% |
| 3Y | +59.9% | -32.0% | +92.0% | +74.1% |
| 5Y | +64.1% | -1.0% | +65.1% | +55.0% |
| 10Y | +246.2% | -51.4% | +297.6% | +245.1% |
| All | +246.2% | -52.1% | +298.3% | +245.1% |
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