-100.0%
TAOP vs VT
+345.0%
-445.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -2.2% |
| 7D | -17.1% | -4.2% | -13.0% | -13.2% |
| 30D | -29.3% | -5.8% | -23.5% | -24.8% |
| 3M | -62.3% | -5.2% | -57.1% | -60.2% |
| 6M | -78.4% | +0.1% | -78.5% | -78.5% |
| YTD | -79.3% | +8.2% | -87.5% | -81.3% |
| 1Y | -88.0% | +10.1% | -98.1% | -89.3% |
| 3Y | -99.5% | +69.7% | -169.1% | -99.7% |
| 5Y | -100.0% | +53.4% | -153.3% | -100.0% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +345.0% | -445.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling