-28.5%
TAP vs VO
+58.9%
-87.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -2.1% | -0.3% | -1.8% | -2.0% |
| 3M | +6.6% | +2.9% | +3.7% | +5.2% |
| 6M | -11.5% | +9.3% | -20.8% | -15.1% |
| YTD | -10.3% | +14.2% | -24.5% | -15.9% |
| 1Y | -14.4% | +15.3% | -29.6% | -20.3% |
| All | -28.5% | +58.9% | -87.4% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling