-28.7%
TAP vs VLTO
+54.8%
-83.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.6% |
| 7D | +0.5% | +5.4% | -4.9% | -0.8% |
| 30D | +9.1% | +22.3% | -13.2% | +4.0% |
| 3M | -3.8% | +19.6% | -23.4% | -7.9% |
| 6M | -3.4% | +35.2% | -38.6% | -9.7% |
| YTD | -10.6% | +17.9% | -28.5% | -14.5% |
| 1Y | -4.4% | +19.5% | -23.9% | -9.0% |
| 3Y | -24.4% | +73.9% | -98.3% | -33.5% |
| All | -28.7% | +54.8% | -83.6% | -35.2% |
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