+90.8%
TAP vs VIG
+650.0%
-559.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.1% |
| 7D | -4.5% | +1.0% | -5.5% | -5.3% |
| 30D | +7.5% | +4.5% | +2.9% | +3.8% |
| 3M | -4.9% | +2.1% | -6.9% | -6.4% |
| 6M | -3.5% | +10.5% | -14.0% | -10.8% |
| YTD | -11.4% | +15.1% | -26.5% | -20.9% |
| 1Y | -10.8% | +16.9% | -27.7% | -21.4% |
| 3Y | -24.5% | +65.6% | -90.0% | -49.9% |
| 5Y | +2.5% | +64.4% | -61.9% | -32.2% |
| 10Y | -47.6% | +260.6% | -308.2% | -81.3% |
| All | +90.8% | +650.0% | -559.2% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling