-4.9%
TAP vs VSXY
+37.4%
-42.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -2.3% | -14.0% | +11.7% | -1.5% |
| 30D | -2.1% | -15.9% | +13.8% | -1.2% |
| 3M | +6.6% | +3.4% | +3.2% | +6.3% |
| 6M | -11.5% | +25.9% | -37.4% | -13.3% |
| YTD | -10.3% | +39.5% | -49.7% | -12.8% |
| 1Y | -14.4% | +194.4% | -208.7% | -21.1% |
| 3Y | -28.3% | +281.4% | -309.7% | -37.4% |
| 5Y | +1.7% | +12.8% | -11.1% | -5.3% |
| All | -4.9% | +37.4% | -42.2% | -11.7% |
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 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