+8.9%
DOCS vs TAP
-28.0%
+36.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.4% | -2.3% | +0.9% | -1.0% |
| 30D | +21.8% | -2.1% | +24.0% | +22.5% |
| 3M | +27.3% | +6.6% | +20.7% | +26.4% |
| 6M | -0.3% | -11.5% | +11.2% | +1.2% |
| YTD | -40.5% | -10.3% | -30.2% | -40.1% |
| 1Y | -61.5% | -14.4% | -47.2% | -60.7% |
| All | +8.9% | -28.0% | +36.9% | +10.7% |
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 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