+88.4%
DVA vs TAP
-31.5%
+119.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.8% |
| 7D | +2.2% | -2.3% | +4.5% | +3.0% |
| 30D | -2.0% | -9.4% | +7.4% | +1.2% |
| 3M | -6.3% | -0.8% | -5.5% | -6.4% |
| 6M | +19.4% | -14.7% | +34.2% | +25.5% |
| YTD | +58.5% | -13.9% | +72.4% | +65.9% |
| 1Y | +33.9% | -18.6% | +52.5% | +42.5% |
| 3Y | +88.4% | -32.0% | +120.5% | +106.0% |
| All | +88.4% | -31.5% | +119.9% | +106.0% |
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