-10.8%
DOW vs TAP
-17.1%
+6.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -2.9% |
| 7D | -2.4% | -2.3% | -0.1% | -1.3% |
| 30D | +0.4% | -2.1% | +2.5% | +1.2% |
| 3M | -14.4% | +6.6% | -21.0% | -18.0% |
| 6M | -7.0% | -11.5% | +4.5% | -2.4% |
| YTD | +30.2% | -10.3% | +40.5% | +35.4% |
| 1Y | +29.2% | -14.4% | +43.6% | +37.4% |
| 3Y | -36.7% | -28.3% | -8.4% | -27.3% |
| 5Y | -37.7% | +1.7% | -39.4% | -45.0% |
| All | -10.8% | -17.1% | +6.3% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling