-51.4%
TAP vs DAR
+367.0%
-418.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -4.7% |
| 7D | -2.3% | -0.9% | -1.4% | -2.2% |
| 30D | -9.4% | +13.0% | -22.4% | -11.9% |
| 3M | -0.8% | +15.0% | -15.8% | -4.2% |
| 6M | -14.7% | +26.8% | -41.6% | -19.8% |
| YTD | -13.9% | +86.4% | -100.4% | -25.8% |
| 1Y | -18.6% | +115.1% | -133.7% | -32.5% |
| 3Y | -32.0% | +14.6% | -46.6% | -36.5% |
| 5Y | -1.0% | -8.8% | +7.8% | -6.0% |
| 10Y | -51.4% | +356.5% | -407.9% | -72.9% |
| All | -51.4% | +367.0% | -418.4% | -72.9% |
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