-27.8%
TAP vs VLTO
+56.4%
-84.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | +1.3% | +1.0% | +0.3% | +1.0% |
| 30D | +5.7% | +17.5% | -11.8% | +1.6% |
| 3M | -1.9% | +21.4% | -23.3% | -6.4% |
| 6M | +0.9% | +38.1% | -37.2% | -6.1% |
| YTD | -9.5% | +19.0% | -28.5% | -13.6% |
| 1Y | -9.0% | +20.7% | -29.6% | -13.5% |
| 3Y | -22.2% | +64.3% | -86.5% | -31.0% |
| All | -27.8% | +56.4% | -84.2% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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