-1.0%
TAP vs VCLT
-15.1%
+14.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -9.4% | -0.6% | -8.8% | -9.2% |
| 3M | -0.8% | -2.2% | +1.4% | -0.1% |
| 6M | -14.7% | -2.9% | -11.9% | -14.0% |
| YTD | -13.9% | -2.1% | -11.9% | -13.4% |
| 1Y | -18.6% | -2.6% | -16.0% | -18.0% |
| 3Y | -32.0% | +12.5% | -44.5% | -34.7% |
| 5Y | -1.0% | -15.3% | +14.3% | -8.8% |
| All | -1.0% | -15.1% | +14.1% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VCLT 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling