-100.0%
TAOP vs VT
+57.5%
-157.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.7% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -26.2% | -3.1% | -23.1% | -24.3% |
| 3M | -58.1% | -3.5% | -54.6% | -56.8% |
| 6M | -76.0% | +0.5% | -76.4% | -76.1% |
| YTD | -77.9% | +10.8% | -88.6% | -80.1% |
| 1Y | -86.8% | +11.9% | -98.6% | -88.2% |
| 3Y | -99.4% | +73.0% | -172.3% | -99.6% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| All | -100.0% | +57.5% | -157.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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