+187.3%
DVA vs TAP
-47.7%
+235.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -5.0% |
| 7D | -10.7% | -6.3% | -4.3% | -8.7% |
| 30D | -4.4% | +2.7% | -7.1% | -5.5% |
| 3M | -4.1% | -3.7% | -0.4% | -3.3% |
| 6M | -13.2% | -2.0% | -11.2% | -13.3% |
| YTD | +53.2% | -12.3% | +65.6% | +58.6% |
| 1Y | +40.8% | -10.1% | +50.9% | +44.4% |
| 3Y | +109.7% | -25.3% | +135.0% | +125.9% |
| 5Y | +64.5% | -1.9% | +66.5% | +57.5% |
| All | +187.3% | -47.7% | +235.0% | +204.9% |
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