-100.0%
TAOP vs VT
+53.4%
-153.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.1% |
| 7D | -3.0% | -2.3% | -0.7% | -0.9% |
| 30D | -20.0% | -5.0% | -15.0% | -16.4% |
| 3M | -58.4% | -4.9% | -53.6% | -56.6% |
| 6M | -75.9% | -1.5% | -74.4% | -75.6% |
| YTD | -77.1% | +8.5% | -85.6% | -79.0% |
| 1Y | -86.4% | +11.4% | -97.8% | -87.8% |
| 3Y | -99.4% | +70.1% | -169.5% | -99.6% |
| All | -100.0% | +53.4% | -153.4% | -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