-32.0%
TAP vs VSXY
+335.0%
-367.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.0% | -4.3% |
| 7D | -2.3% | -6.8% | +4.5% | -2.1% |
| 30D | -9.4% | -20.4% | +11.0% | -8.5% |
| 3M | -0.8% | +2.9% | -3.7% | -0.9% |
| 6M | -14.7% | +67.9% | -82.7% | -17.0% |
| YTD | -13.9% | +44.9% | -58.8% | -15.7% |
| 1Y | -18.6% | +205.9% | -224.5% | -23.3% |
| 3Y | -32.0% | +373.9% | -405.9% | -40.3% |
| All | -32.0% | +335.0% | -367.0% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling