+85.6%
TAP vs VYM
+492.8%
-407.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -2.1% | -0.5% | -1.6% | -1.7% |
| 3M | +6.6% | +3.0% | +3.6% | +4.2% |
| 6M | -11.5% | +8.2% | -19.7% | -16.8% |
| YTD | -10.3% | +15.8% | -26.1% | -19.9% |
| 1Y | -14.4% | +20.8% | -35.2% | -26.2% |
| 3Y | -28.3% | +65.3% | -93.6% | -51.6% |
| 5Y | +1.7% | +76.6% | -74.9% | -34.8% |
| 10Y | -49.2% | +203.9% | -253.1% | -77.6% |
| All | +85.6% | +492.8% | -407.3% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling