+90.2%
TAP vs VIG
+648.1%
-557.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -3.1% |
| 7D | -7.8% | +0.4% | -8.2% | -8.2% |
| 30D | +7.1% | +4.3% | +2.9% | +3.7% |
| 3M | -7.0% | +2.0% | -9.1% | -8.5% |
| 6M | -3.8% | +10.2% | -14.0% | -10.9% |
| YTD | -11.7% | +14.8% | -26.5% | -21.0% |
| 1Y | -10.1% | +17.5% | -27.6% | -21.1% |
| 3Y | -23.7% | +67.4% | -91.1% | -49.8% |
| 5Y | +2.9% | +63.4% | -60.5% | -31.6% |
| 10Y | -49.5% | +259.9% | -309.4% | -81.9% |
| All | +90.2% | +648.1% | -557.9% | -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