+180.2%
DVA vs TAP
-50.5%
+230.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.2% | -5.3% | +5.1% | +1.6% |
| 30D | +1.7% | -7.4% | +9.0% | +4.2% |
| 3M | -8.7% | -4.9% | -3.7% | -7.4% |
| 6M | +19.7% | -14.2% | +33.9% | +25.2% |
| YTD | +59.6% | -14.8% | +74.4% | +67.3% |
| 1Y | +37.1% | -18.1% | +55.2% | +45.2% |
| 3Y | +89.8% | -32.7% | +122.5% | +111.9% |
| 5Y | +47.4% | -0.5% | +47.8% | +40.7% |
| All | +180.2% | -50.5% | +230.7% | +196.4% |
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