-52.3%
DOCS vs TAP
+9.1%
-61.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.3% | +5.5% |
| 7D | +1.2% | +9.9% | -8.7% | -1.5% |
| 30D | +21.3% | +18.1% | +3.2% | +15.6% |
| 3M | +58.4% | +3.2% | +55.2% | +56.9% |
| 6M | +39.3% | +8.4% | +30.9% | +36.4% |
| YTD | -21.7% | -4.4% | -17.3% | -21.9% |
| 1Y | -47.3% | +3.2% | -50.6% | -48.8% |
| 3Y | +58.2% | -18.6% | +76.8% | +63.2% |
| 5Y | -52.3% | +10.1% | -62.4% | -54.8% |
| All | -52.3% | +9.1% | -61.4% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling