-50.4%
TAP vs VIG
+241.3%
-291.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -5.1% | -1.2% | -3.9% | -4.2% |
| 30D | -8.4% | -2.8% | -5.6% | -6.3% |
| 3M | -3.9% | +2.5% | -6.4% | -5.8% |
| 6M | -14.4% | +8.1% | -22.5% | -19.7% |
| YTD | -14.7% | +9.6% | -24.3% | -21.0% |
| 1Y | -18.7% | +14.2% | -32.8% | -27.3% |
| 3Y | -32.6% | +56.1% | -88.8% | -54.1% |
| 5Y | -1.4% | +62.8% | -64.3% | -35.9% |
| 10Y | -50.4% | +248.2% | -298.6% | -84.1% |
| All | -50.4% | +241.3% | -291.7% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling