-4.9%
DOW vs TAP
-17.5%
+12.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | +0.5% |
| 7D | -9.5% | +0.5% | -10.0% | -10.1% |
| 30D | +13.1% | +9.1% | +3.9% | +7.4% |
| 3M | +4.8% | -3.8% | +8.6% | +5.9% |
| 6M | -16.7% | -3.4% | -13.2% | -16.7% |
| YTD | +38.9% | -10.6% | +49.5% | +43.7% |
| 1Y | +48.3% | -4.4% | +52.7% | +47.6% |
| 3Y | -24.4% | -24.4% | 0.0% | -16.2% |
| 5Y | -29.2% | +2.1% | -31.3% | -38.1% |
| All | -4.9% | -17.5% | +12.6% | -14.4% |
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