+3,455.8%
DTE vs TAP
+825.0%
+2,630.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.2% | -2.3% | +2.5% | +0.6% |
| 30D | -2.6% | -2.1% | -0.4% | -2.3% |
| 3M | -3.9% | +6.6% | -10.5% | -5.2% |
| 6M | -7.9% | -11.5% | +3.6% | -6.2% |
| YTD | +7.2% | -10.3% | +17.4% | +8.7% |
| 1Y | +3.1% | -14.4% | +17.5% | +5.3% |
| 3Y | +47.6% | -28.3% | +75.9% | +54.6% |
| 5Y | +32.7% | +1.7% | +31.0% | +29.6% |
| 10Y | +138.8% | -49.2% | +188.0% | +152.5% |
| All | +3,455.8% | +825.0% | +2,630.7% | +2,468.6% |
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