-47.6%
TAP vs DAR
+290.1%
-337.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.7% |
| 7D | -8.0% | +3.6% | -11.6% | -8.7% |
| 30D | +4.1% | -11.3% | +15.3% | +6.3% |
| 3M | -4.4% | -13.1% | +8.8% | -2.1% |
| 6M | -1.9% | -15.1% | +13.2% | +0.4% |
| YTD | -12.1% | +50.5% | -62.6% | -20.9% |
| 1Y | -12.0% | +57.9% | -70.0% | -21.9% |
| 3Y | -25.0% | +28.9% | -54.0% | -32.8% |
| 5Y | -1.1% | -31.4% | +30.4% | +0.3% |
| 10Y | -47.6% | +301.0% | -348.7% | -69.9% |
| All | -47.6% | +290.1% | -337.7% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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