+29.3%
V vs TAP
+4.4%
+25.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +3.5% |
| 7D | +9.0% | +9.9% | -1.0% | +7.9% |
| 30D | +18.1% | +18.1% | 0.0% | +16.4% |
| 3M | +18.3% | +3.2% | +15.1% | +17.6% |
| 6M | +34.1% | +8.4% | +25.7% | +33.0% |
| YTD | +25.2% | -4.4% | +29.6% | +24.2% |
| 1Y | +29.3% | +3.2% | +26.1% | +28.3% |
| All | +29.3% | +4.4% | +25.0% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling