+4,415.1%
DVA vs TAP
+773.7%
+3,641.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +1.8% | -2.3% | +4.1% | +2.3% |
| 30D | -2.5% | -2.1% | -0.3% | -2.1% |
| 3M | -4.3% | +6.6% | -10.9% | -5.7% |
| 6M | +18.9% | -11.5% | +30.4% | +21.6% |
| YTD | +61.9% | -10.3% | +72.2% | +65.1% |
| 1Y | +35.7% | -14.4% | +50.1% | +39.5% |
| 3Y | +78.6% | -28.3% | +106.9% | +89.2% |
| 5Y | +39.2% | +1.7% | +37.5% | +36.1% |
| 10Y | +184.0% | -49.2% | +233.2% | +203.3% |
| All | +4,415.1% | +773.7% | +3,641.3% | +3,012.0% |
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 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