-9.7%
TAP vs VSXY
+33.4%
-43.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.1% |
| 7D | -5.3% | -0.3% | -4.9% | -5.3% |
| 30D | -7.4% | -22.1% | +14.7% | -6.1% |
| 3M | -4.9% | -1.1% | -3.8% | -4.9% |
| 6M | -14.2% | +53.8% | -68.0% | -17.0% |
| YTD | -14.8% | +35.5% | -50.3% | -17.1% |
| 1Y | -18.1% | +186.0% | -204.1% | -24.4% |
| 3Y | -32.7% | +343.2% | -375.9% | -42.0% |
| 5Y | -0.5% | +19.0% | -19.5% | -7.4% |
| All | -9.7% | +33.4% | -43.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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