+176.7%
DLR vs TAP
-51.4%
+228.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +2.9% | -5.1% | +8.0% | +4.1% |
| 30D | -1.2% | -8.4% | +7.3% | +0.7% |
| 3M | +2.9% | -3.9% | +6.9% | +3.5% |
| 6M | +6.7% | -14.4% | +21.1% | +9.9% |
| YTD | +23.9% | -14.7% | +38.6% | +27.3% |
| 1Y | +18.6% | -18.7% | +37.3% | +23.0% |
| 3Y | +59.7% | -32.6% | +92.3% | +71.3% |
| 5Y | +42.1% | -1.4% | +43.5% | +36.1% |
| 10Y | +176.7% | -50.4% | +227.1% | +209.4% |
| All | +176.7% | -51.4% | +228.1% | +209.4% |
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