+20.3%
DOC vs TAP
+1.6%
+18.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | +6.2% | +7.7% | -1.5% | +4.3% |
| 30D | +6.5% | +14.4% | -7.9% | +3.2% |
| 3M | -6.2% | +2.0% | -8.3% | -6.9% |
| 6M | +25.6% | +2.5% | +23.1% | +24.1% |
| YTD | +32.1% | -6.4% | +38.5% | +27.0% |
| 1Y | +20.3% | -2.3% | +22.6% | +13.7% |
| All | +20.3% | +1.6% | +18.7% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling