+1,129.1%
DIA vs TAP
+385.6%
+743.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.2% | -2.3% | +2.1% | +0.4% |
| 30D | -1.5% | -2.1% | +0.6% | -1.1% |
| 3M | +3.8% | +6.6% | -2.9% | +1.7% |
| 6M | +10.3% | -11.5% | +21.8% | +13.1% |
| YTD | +12.1% | -10.3% | +22.4% | +14.2% |
| 1Y | +18.6% | -14.4% | +33.0% | +22.0% |
| 3Y | +60.6% | -28.3% | +88.9% | +70.9% |
| 5Y | +64.4% | +1.7% | +62.7% | +57.1% |
| 10Y | +250.1% | -49.2% | +299.3% | +279.7% |
| All | +1,129.1% | +385.6% | +743.5% | +725.8% |
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