+110.9%
DT vs TAP
-9.9%
+120.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -2.7% |
| 7D | -4.9% | -2.3% | -2.5% | -4.7% |
| 30D | +2.7% | -9.4% | +12.1% | +3.6% |
| 3M | +20.0% | -0.8% | +20.8% | +19.9% |
| 6M | +28.0% | -14.7% | +42.8% | +29.8% |
| YTD | +16.0% | -13.9% | +30.0% | +17.2% |
| 1Y | +0.7% | -18.6% | +19.3% | +2.3% |
| 3Y | +6.2% | -32.0% | +38.2% | +9.6% |
| 5Y | -28.1% | -1.0% | -27.1% | -30.3% |
| All | +110.9% | -9.9% | +120.8% | +88.9% |
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