+37.2%
TAP vs VCLT
+103.4%
-66.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -2.1% | -0.9% | -1.3% | -2.0% |
| 3M | +6.6% | -3.2% | +9.9% | +7.1% |
| 6M | -11.5% | -3.8% | -7.7% | -11.0% |
| YTD | -10.3% | -2.0% | -8.2% | -10.0% |
| 1Y | -14.4% | -0.8% | -13.6% | -14.3% |
| 3Y | -28.3% | +12.3% | -40.6% | -29.4% |
| 5Y | +1.7% | -15.4% | +17.1% | +1.2% |
| 10Y | -49.2% | +15.7% | -65.0% | -48.6% |
| All | +37.2% | +103.4% | -66.2% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling