-37.4%
DOCS vs TAP
-8.3%
-29.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.7% |
| 7D | -1.3% | +7.7% | -9.0% | -3.5% |
| 30D | +19.4% | +14.4% | +5.0% | +14.5% |
| 3M | +53.4% | +2.0% | +51.4% | +52.5% |
| 6M | +28.8% | +2.5% | +26.3% | +27.7% |
| YTD | -25.1% | -6.4% | -18.6% | -24.7% |
| 1Y | -48.1% | -2.3% | -45.8% | -48.7% |
| 3Y | +51.4% | -20.3% | +71.7% | +57.5% |
| 5Y | -51.1% | +6.9% | -58.0% | -55.5% |
| All | -37.4% | -8.3% | -29.1% | -31.9% |
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