-49.5%
TAP vs VO
+206.8%
-256.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.9% |
| 7D | -7.8% | -0.1% | -7.7% | -7.8% |
| 30D | +7.1% | +0.5% | +6.6% | +6.7% |
| 3M | -7.0% | -1.0% | -6.0% | -6.6% |
| 6M | -3.8% | +6.4% | -10.2% | -7.9% |
| YTD | -11.7% | +13.6% | -25.3% | -19.2% |
| 1Y | -10.1% | +14.5% | -24.6% | -18.3% |
| 3Y | -23.7% | +67.2% | -90.9% | -46.9% |
| 5Y | +2.9% | +36.1% | -33.2% | -18.4% |
| 10Y | -49.5% | +199.3% | -248.8% | -78.9% |
| All | -49.5% | +206.8% | -256.3% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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