+39.3%
DT vs TAP
-13.0%
+52.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.7% |
| 7D | -3.3% | -2.3% | -1.0% | -3.6% |
| 30D | +2.0% | -2.1% | +4.2% | +1.8% |
| 3M | +20.0% | +6.6% | +13.4% | +23.1% |
| 6M | +39.3% | -11.5% | +50.8% | +35.4% |
| All | +39.3% | -13.0% | +52.3% | +35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling