-7.1%
TAP vs VSXY
+90.2%
-97.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.4% | 0.0% |
| 7D | -6.3% | -1.6% | -4.7% | -6.3% |
| 30D | +2.7% | +17.8% | -15.1% | +1.6% |
| 3M | -3.7% | +12.5% | -16.2% | -4.6% |
| 6M | -2.0% | +124.7% | -126.8% | -7.3% |
| YTD | -12.3% | +93.2% | -105.5% | -16.6% |
| 1Y | -10.1% | +195.6% | -205.7% | -16.9% |
| 3Y | -25.3% | +434.6% | -459.9% | -36.0% |
| 5Y | -1.9% | +103.3% | -105.3% | -10.6% |
| All | -7.1% | +90.2% | -97.3% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling