-51.6%
TAP vs VYM
+207.1%
-258.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -5.3% | -1.9% | -3.4% | -3.6% |
| 30D | -7.4% | -2.6% | -4.8% | -5.1% |
| 3M | -4.9% | +3.6% | -8.5% | -7.9% |
| 6M | -14.2% | +8.7% | -22.9% | -20.6% |
| YTD | -14.8% | +14.1% | -29.0% | -24.8% |
| 1Y | -18.1% | +17.8% | -35.9% | -29.9% |
| 3Y | -32.7% | +64.5% | -97.2% | -58.5% |
| 5Y | -0.5% | +77.5% | -78.0% | -43.4% |
| All | -51.6% | +207.1% | -258.7% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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