-1.4%
TAP vs VYM
+76.9%
-78.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -5.1% | -1.0% | -4.1% | -4.4% |
| 30D | -8.4% | -2.0% | -6.4% | -7.0% |
| 3M | -3.9% | +3.1% | -7.0% | -6.0% |
| 6M | -14.4% | +8.9% | -23.3% | -19.7% |
| YTD | -14.7% | +14.7% | -29.5% | -23.2% |
| 1Y | -18.7% | +19.4% | -38.1% | -29.2% |
| 3Y | -32.6% | +65.4% | -98.0% | -55.3% |
| 5Y | -1.4% | +77.6% | -79.0% | -40.3% |
| All | -1.4% | +76.9% | -78.4% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling