+4,183.7%
DVA vs TAP
+781.1%
+3,402.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -3.0% | -0.4% |
| 7D | -8.8% | +1.3% | -10.0% | -9.0% |
| 30D | -3.4% | +5.7% | -9.1% | -4.7% |
| 3M | -2.6% | -1.9% | -0.7% | -2.4% |
| 6M | -11.9% | +0.9% | -12.8% | -12.4% |
| YTD | +53.6% | -9.5% | +63.2% | +56.0% |
| 1Y | +41.9% | -9.0% | +50.8% | +43.8% |
| 3Y | +97.5% | -22.2% | +119.8% | +105.6% |
| 5Y | +65.0% | +1.2% | +63.8% | +61.2% |
| 10Y | +193.2% | -46.1% | +239.4% | +209.6% |
| All | +4,183.7% | +781.1% | +3,402.6% | +2,841.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling