+3.2%
TAP vs VCLT
-15.1%
+18.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | -2.1% | -0.9% | -1.3% | -1.9% |
| 3M | +6.6% | -3.2% | +9.9% | +7.8% |
| 6M | -11.5% | -3.8% | -7.7% | -10.4% |
| YTD | -10.3% | -2.0% | -8.2% | -9.7% |
| 1Y | -14.4% | -0.8% | -13.6% | -14.2% |
| 3Y | -28.3% | +12.3% | -40.6% | -31.1% |
| All | +3.2% | -15.1% | +18.3% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling