-43.0%
DT vs TAP
+2.0%
-44.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.4% |
| 7D | -24.7% | +0.5% | -25.2% | -24.6% |
| 30D | -27.4% | +9.1% | -36.5% | -27.6% |
| 3M | -11.1% | -3.8% | -7.3% | -10.9% |
| 6M | +13.7% | -3.4% | +17.1% | +13.9% |
| YTD | +0.2% | -10.6% | +10.9% | +0.6% |
| 1Y | -5.7% | -4.4% | -1.3% | -6.0% |
| 3Y | -8.1% | -24.4% | +16.2% | -6.5% |
| All | -43.0% | +2.0% | -44.9% | -45.9% |
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 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