+432.2%
DINO vs TAP
-47.7%
+479.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.1% |
| 7D | +5.0% | -6.3% | +11.3% | +8.0% |
| 30D | -19.9% | +2.7% | -22.6% | -21.5% |
| 3M | +16.8% | -3.7% | +20.5% | +17.5% |
| 6M | +44.8% | -2.0% | +46.9% | +43.4% |
| YTD | +128.0% | -12.3% | +140.4% | +135.7% |
| 1Y | +95.0% | -10.1% | +105.1% | +98.6% |
| 3Y | +115.4% | -25.3% | +140.6% | +133.9% |
| 5Y | +252.6% | -1.9% | +254.5% | +208.7% |
| All | +432.2% | -47.7% | +479.9% | +415.8% |
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 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