+3,457.3%
DLR vs TAP
+99.9%
+3,357.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.7% |
| 7D | +2.4% | -7.8% | +10.2% | +4.7% |
| 30D | +0.7% | +7.1% | -6.4% | -1.6% |
| 3M | -6.4% | -7.0% | +0.6% | -5.1% |
| 6M | -6.5% | -3.8% | -2.7% | -6.4% |
| YTD | +18.8% | -11.7% | +30.5% | +21.2% |
| 1Y | +9.0% | -10.1% | +19.2% | +10.5% |
| 3Y | +54.5% | -23.7% | +78.2% | +61.3% |
| 5Y | +35.8% | +2.9% | +32.9% | +26.9% |
| 10Y | +177.5% | -49.5% | +227.0% | +208.2% |
| All | +3,457.3% | +99.9% | +3,357.4% | +2,374.4% |
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 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