-2.1%
TAP vs VSXY
+106.2%
-108.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +3.1% |
| 7D | +1.3% | -1.7% | +3.0% | +1.4% |
| 30D | +5.7% | +20.1% | -14.4% | +4.4% |
| 3M | -1.9% | +16.6% | -18.5% | -3.1% |
| 6M | +0.9% | +134.9% | -134.0% | -5.1% |
| YTD | -9.5% | +96.0% | -105.5% | -14.2% |
| 1Y | -9.0% | +203.8% | -212.7% | -16.5% |
| 3Y | -22.2% | +465.3% | -487.6% | -34.7% |
| All | -2.1% | +106.2% | -108.2% | -10.8% |
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