+240.9%
DIA vs TAP
-49.5%
+290.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | +0.8% | -7.8% | +8.6% | +3.0% |
| 30D | +1.4% | +7.1% | -5.7% | -0.7% |
| 3M | -2.7% | -7.0% | +4.4% | -1.1% |
| 6M | +6.2% | -3.8% | +10.0% | +6.5% |
| YTD | +10.1% | -11.7% | +21.8% | +12.5% |
| 1Y | +13.0% | -10.1% | +23.1% | +14.7% |
| 3Y | +61.9% | -23.7% | +85.6% | +69.8% |
| 5Y | +57.1% | +2.9% | +54.2% | +46.4% |
| 10Y | +240.9% | -49.5% | +290.4% | +228.0% |
| All | +240.9% | -49.5% | +290.4% | +228.0% |
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