+46.7%
DTE vs TAP
-1.4%
+48.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +3.2% | -6.3% | +9.5% | +4.7% |
| 30D | +8.5% | +2.7% | +5.8% | +7.6% |
| 3M | +1.3% | -3.7% | +5.0% | +1.8% |
| 6M | -0.7% | -2.0% | +1.3% | -0.8% |
| YTD | +10.6% | -12.3% | +23.0% | +13.0% |
| 1Y | +2.6% | -10.1% | +12.7% | +4.0% |
| 3Y | +56.5% | -25.3% | +81.8% | +64.8% |
| 5Y | +46.7% | -1.9% | +48.7% | +45.0% |
| All | +46.7% | -1.4% | +48.1% | +45.0% |
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