-49.5%
TAP vs DAR
+288.2%
-337.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -2.1% |
| 7D | -7.8% | -2.8% | -5.1% | -7.3% |
| 30D | +7.1% | -12.8% | +20.0% | +9.9% |
| 3M | -7.0% | -11.6% | +4.5% | -5.3% |
| 6M | -3.8% | -16.8% | +13.0% | -1.1% |
| YTD | -11.7% | +45.9% | -57.6% | -20.1% |
| 1Y | -10.1% | +61.5% | -71.6% | -20.6% |
| 3Y | -23.7% | +23.0% | -46.7% | -30.9% |
| 5Y | +2.9% | -35.8% | +38.7% | +6.1% |
| 10Y | -49.5% | +280.4% | -329.9% | -71.0% |
| All | -49.5% | +288.2% | -337.7% | -71.0% |
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