+150.2%
DTE vs TAP
-46.0%
+196.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | -0.6% |
| 7D | +3.4% | +1.3% | +2.2% | +3.0% |
| 30D | +8.9% | +5.7% | +3.2% | +6.8% |
| 3M | +1.1% | -1.9% | +3.0% | +1.2% |
| 6M | +0.1% | +0.9% | -0.9% | -1.0% |
| YTD | +11.1% | -9.5% | +20.6% | +13.0% |
| 1Y | +4.9% | -9.0% | +13.9% | +6.5% |
| 3Y | +58.6% | -22.2% | +80.8% | +66.8% |
| 5Y | +47.3% | +1.2% | +46.1% | +38.4% |
| All | +150.2% | -46.0% | +196.2% | +140.7% |
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