-10.4%
DOW vs TAP
-20.5%
+10.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +2.6% |
| 7D | -2.9% | -2.3% | -0.6% | -1.8% |
| 30D | +2.0% | -9.4% | +11.4% | +7.0% |
| 3M | -12.5% | -0.8% | -11.7% | -13.0% |
| 6M | -9.2% | -14.7% | +5.5% | -2.9% |
| YTD | +30.8% | -13.9% | +44.7% | +38.9% |
| 1Y | +29.4% | -18.6% | +48.0% | +41.2% |
| 3Y | -34.6% | -32.0% | -2.5% | -22.6% |
| 5Y | -35.9% | -1.0% | -35.0% | -42.8% |
| All | -10.4% | -20.5% | +10.1% | -17.3% |
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