-2.1%
TAP vs DAR
-27.0%
+24.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.1% |
| 7D | +1.3% | +11.6% | -10.3% | 0.0% |
| 30D | +5.7% | -10.2% | +16.0% | +6.9% |
| 3M | -1.9% | -14.8% | +12.9% | -0.3% |
| 6M | +0.9% | -10.1% | +11.0% | +1.7% |
| YTD | -9.5% | +55.5% | -65.0% | -15.8% |
| 1Y | -9.0% | +61.7% | -70.6% | -15.8% |
| 3Y | -22.2% | +37.2% | -59.4% | -27.8% |
| All | -2.1% | -27.0% | +24.9% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling