+55.8%
DOCS vs TAP
-20.1%
+75.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.8% |
| 7D | -1.3% | +7.7% | -9.0% | -3.0% |
| 30D | +19.4% | +14.4% | +5.0% | +15.7% |
| 3M | +53.4% | +2.0% | +51.4% | +52.7% |
| 6M | +28.8% | +2.5% | +26.3% | +28.0% |
| YTD | -25.1% | -6.4% | -18.6% | -25.4% |
| 1Y | -48.1% | -2.3% | -45.8% | -48.8% |
| All | +55.8% | -20.1% | +75.9% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling