-47.4%
TAP vs VT
+214.8%
-262.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +0.5% |
| 7D | +7.7% | -4.2% | +11.9% | +10.6% |
| 30D | +14.4% | -5.8% | +20.2% | +18.7% |
| 3M | +2.0% | -5.2% | +7.3% | +5.4% |
| 6M | +2.5% | +0.1% | +2.3% | +1.5% |
| YTD | -6.4% | +8.2% | -14.7% | -12.6% |
| 1Y | -2.3% | +10.1% | -12.4% | -9.9% |
| 3Y | -20.3% | +69.7% | -90.0% | -47.2% |
| 5Y | +6.9% | +53.4% | -46.5% | -24.1% |
| All | -47.4% | +214.8% | -262.2% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling