-0.5%
TAP vs VSXY
+23.6%
-24.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.0% | -4.3% |
| 7D | -2.3% | -6.8% | +4.5% | -2.0% |
| 30D | -9.4% | -20.4% | +11.0% | -8.2% |
| 3M | -0.8% | +2.9% | -3.7% | -1.1% |
| 6M | -14.7% | +67.9% | -82.7% | -18.2% |
| YTD | -13.9% | +44.9% | -58.8% | -16.8% |
| 1Y | -18.6% | +205.9% | -224.5% | -25.6% |
| 3Y | -32.0% | +373.9% | -405.9% | -42.6% |
| All | -0.5% | +23.6% | -24.1% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling