+60.6%
DVA vs TAP
+4.4%
+56.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.7% | +4.9% |
| 7D | +4.7% | +9.9% | -5.2% | +1.8% |
| 30D | +7.8% | +18.1% | -10.3% | +2.4% |
| 3M | -15.5% | +3.2% | -18.7% | -16.2% |
| 6M | +25.0% | +8.4% | +16.6% | +21.8% |
| YTD | +69.6% | -4.4% | +74.0% | +72.3% |
| 1Y | +60.6% | +3.2% | +57.3% | +59.1% |
| All | +60.6% | +4.4% | +56.2% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling