+2,974.4%
DOC vs TAP
+825.0%
+2,149.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -1.5% | -2.3% | +0.8% | -1.0% |
| 30D | -4.8% | -2.1% | -2.6% | -4.4% |
| 3M | +6.9% | +6.6% | +0.3% | +5.4% |
| 6M | +20.7% | -11.5% | +32.2% | +23.5% |
| YTD | +34.1% | -10.3% | +44.4% | +36.4% |
| 1Y | +22.6% | -14.4% | +37.0% | +25.7% |
| 3Y | +20.8% | -28.3% | +49.1% | +27.7% |
| 5Y | -24.9% | +1.7% | -26.6% | -26.4% |
| 10Y | -1.8% | -49.2% | +47.4% | +5.1% |
| All | +2,974.4% | +825.0% | +2,149.4% | +2,474.7% |
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 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