+1,081.8%
DIA vs TAP
+383.6%
+698.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.8% |
| 7D | -0.9% | +0.5% | -1.5% | -1.2% |
| 30D | +0.3% | +9.1% | -8.9% | -2.2% |
| 3M | -4.5% | -3.8% | -0.7% | -3.9% |
| 6M | +3.4% | -3.4% | +6.8% | +3.5% |
| YTD | +7.8% | -10.6% | +18.4% | +9.6% |
| 1Y | +10.7% | -4.4% | +15.2% | +10.5% |
| 3Y | +57.5% | -24.4% | +81.9% | +65.0% |
| 5Y | +53.7% | +2.1% | +51.6% | +46.5% |
| 10Y | +247.2% | -48.7% | +295.9% | +274.9% |
| All | +1,081.8% | +383.6% | +698.2% | +692.6% |
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