+26.5%
TAP vs VT
+363.9%
-337.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.0% |
| 7D | +9.9% | -0.3% | +10.2% | +10.1% |
| 30D | +18.1% | -1.4% | +19.6% | +19.0% |
| 3M | +3.2% | -1.4% | +4.6% | +3.9% |
| 6M | +8.4% | +5.5% | +3.0% | +4.4% |
| YTD | -4.4% | +12.8% | -17.2% | -12.1% |
| 1Y | +3.2% | +15.4% | -12.2% | -6.4% |
| 3Y | -18.6% | +76.9% | -95.5% | -43.9% |
| 5Y | +10.1% | +60.4% | -50.3% | -20.2% |
| 10Y | -45.2% | +232.8% | -278.0% | -74.3% |
| All | +26.5% | +363.9% | -337.4% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling