-10.9%
DOW vs TAP
-21.2%
+10.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.1% |
| 7D | -6.0% | -5.1% | -0.9% | -3.5% |
| 30D | -2.7% | -8.4% | +5.7% | +1.5% |
| 3M | -10.5% | -3.9% | -6.5% | -9.4% |
| 6M | -12.4% | -14.4% | +1.9% | -6.6% |
| YTD | +30.0% | -14.7% | +44.8% | +38.7% |
| 1Y | +27.8% | -18.7% | +46.5% | +39.5% |
| 3Y | -34.9% | -32.6% | -2.3% | -22.7% |
| 5Y | -35.9% | -1.4% | -34.5% | -42.7% |
| All | -10.9% | -21.2% | +10.3% | -17.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling