-44.9%
TAP vs VYM
+205.6%
-250.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | +1.3% | +3.7% | -2.4% | -2.1% |
| 30D | +5.7% | +3.7% | +2.0% | +2.2% |
| 3M | -1.9% | -0.7% | -1.2% | -1.3% |
| 6M | +0.9% | +7.2% | -6.3% | -5.4% |
| YTD | -9.5% | +16.9% | -26.5% | -21.9% |
| 1Y | -9.0% | +19.6% | -28.6% | -23.1% |
| 3Y | -22.2% | +74.6% | -96.8% | -54.6% |
| 5Y | +1.2% | +72.3% | -71.1% | -40.7% |
| All | -44.9% | +205.6% | -250.5% | -82.1% |
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