+137.3%
DTE vs TAP
-50.5%
+187.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -2.0% | -5.3% | +3.3% | -0.4% |
| 30D | -2.4% | -7.4% | +5.0% | -0.3% |
| 3M | -7.3% | -4.9% | -2.4% | -6.2% |
| 6M | -7.6% | -14.2% | +6.6% | -3.8% |
| YTD | +5.8% | -14.8% | +20.6% | +10.1% |
| 1Y | +2.3% | -18.1% | +20.4% | +7.4% |
| 3Y | +45.0% | -32.7% | +77.7% | +60.2% |
| 5Y | +33.2% | -0.5% | +33.7% | +25.6% |
| All | +137.3% | -50.5% | +187.9% | +142.3% |
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