+82.3%
DT vs TAP
-7.3%
+89.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -7.5% | -4.5% | -3.0% | -7.1% |
| 30D | -31.5% | +7.5% | -39.0% | -32.0% |
| 3M | -14.0% | -4.9% | -9.1% | -13.7% |
| 6M | +6.9% | -3.5% | +10.3% | +7.0% |
| YTD | +0.3% | -11.4% | +11.8% | +1.0% |
| 1Y | -6.9% | -10.8% | +3.9% | -6.4% |
| 3Y | -13.9% | -24.5% | +10.6% | -12.2% |
| 5Y | -39.9% | +2.5% | -42.4% | -41.9% |
| All | +82.3% | -7.3% | +89.6% | +62.9% |
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 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