+444.2%
V vs TAP
-49.5%
+493.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -0.8% | -7.8% | +7.0% | +1.4% |
| 30D | +9.5% | +7.1% | +2.4% | +7.4% |
| 3M | +16.7% | -7.0% | +23.7% | +18.7% |
| 6M | +32.9% | -3.8% | +36.7% | +33.7% |
| YTD | +21.1% | -11.7% | +32.8% | +23.9% |
| 1Y | +26.6% | -10.1% | +36.7% | +28.7% |
| 3Y | +78.4% | -23.7% | +102.1% | +87.4% |
| 5Y | +105.5% | +2.9% | +102.6% | +93.2% |
| 10Y | +444.2% | -49.5% | +493.7% | +465.7% |
| All | +444.2% | -49.5% | +493.7% | +465.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling