-46.6%
TAP vs VIG
+262.6%
-309.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.3% | +3.1% | -9.4% | -8.6% |
| 30D | +2.7% | +5.0% | -2.3% | -1.3% |
| 3M | -3.7% | +2.7% | -6.4% | -5.8% |
| 6M | -2.0% | +11.0% | -13.0% | -10.0% |
| YTD | -12.3% | +16.0% | -28.3% | -22.5% |
| 1Y | -10.1% | +16.3% | -26.3% | -20.7% |
| 3Y | -25.3% | +66.8% | -92.1% | -51.7% |
| 5Y | -1.9% | +64.8% | -66.7% | -36.4% |
| All | -46.6% | +262.6% | -309.2% | -83.4% |
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