+16.8%
DOC vs TAP
-45.5%
+62.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.0% |
| 7D | +8.7% | +9.9% | -1.2% | +4.8% |
| 30D | +7.6% | +18.1% | -10.5% | +0.9% |
| 3M | -5.3% | +3.2% | -8.5% | -6.8% |
| 6M | +27.6% | +8.4% | +19.2% | +22.9% |
| YTD | +32.4% | -4.4% | +36.8% | +32.7% |
| 1Y | +22.9% | +3.2% | +19.6% | +19.2% |
| 3Y | +43.1% | -18.6% | +61.7% | +50.3% |
| 5Y | -21.4% | +10.1% | -31.5% | -28.8% |
| 10Y | +16.8% | -45.2% | +62.0% | +18.2% |
| All | +16.8% | -45.5% | +62.3% | +18.2% |
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