+384.8%
V vs TAP
-51.4%
+436.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -2.9% | -5.1% | +2.2% | -1.5% |
| 30D | +1.9% | -8.4% | +10.3% | +4.2% |
| 3M | +13.2% | -3.9% | +17.2% | +14.2% |
| 6M | +16.7% | -14.4% | +31.1% | +21.1% |
| YTD | +5.4% | -14.7% | +20.1% | +9.0% |
| 1Y | +7.7% | -18.7% | +26.3% | +12.5% |
| 3Y | +52.0% | -32.6% | +84.6% | +65.6% |
| 5Y | +67.7% | -1.4% | +69.1% | +59.6% |
| 10Y | +384.8% | -50.4% | +435.1% | +397.8% |
| All | +384.8% | -51.4% | +436.1% | +397.8% |
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