-29.5%
DOW vs TAP
+2.0%
-31.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.3% |
| 7D | -9.5% | +0.5% | -10.0% | -9.9% |
| 30D | +13.1% | +9.1% | +3.9% | +9.3% |
| 3M | +4.8% | -3.8% | +8.6% | +5.6% |
| 6M | -16.7% | -3.4% | -13.2% | -16.5% |
| YTD | +38.9% | -10.6% | +49.5% | +42.9% |
| 1Y | +48.3% | -4.4% | +52.7% | +48.4% |
| 3Y | -24.4% | -24.4% | 0.0% | -18.0% |
| All | -29.5% | +2.0% | -31.5% | -35.6% |
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