+97.5%
DVA vs TAP
-22.2%
+119.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -3.0% | -0.8% |
| 7D | -8.8% | +1.3% | -10.0% | -9.2% |
| 30D | -3.4% | +5.7% | -9.1% | -5.4% |
| 3M | -2.6% | -1.9% | -0.7% | -2.3% |
| 6M | -11.9% | +0.9% | -12.8% | -12.8% |
| YTD | +53.6% | -9.5% | +63.2% | +57.8% |
| 1Y | +41.9% | -9.0% | +50.8% | +45.3% |
| 3Y | +97.5% | -22.2% | +119.8% | +103.4% |
| All | +97.5% | -22.2% | +119.7% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling