+143.9%
TAP vs VO
+797.8%
-653.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | +0.5% | -2.6% | +3.1% | +2.1% |
| 30D | +9.1% | -0.9% | +10.1% | +9.7% |
| 3M | -3.8% | -3.0% | -0.8% | -2.1% |
| 6M | -3.4% | +2.2% | -5.6% | -4.9% |
| YTD | -10.6% | +10.6% | -21.2% | -16.2% |
| 1Y | -4.4% | +12.5% | -16.9% | -11.3% |
| 3Y | -24.4% | +61.4% | -85.8% | -43.8% |
| 5Y | +2.1% | +33.4% | -31.3% | -16.5% |
| 10Y | -48.7% | +201.5% | -250.3% | -74.1% |
| All | +143.9% | +797.8% | -653.9% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling