+76.8%
V vs TAP
-23.8%
+100.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.8% | -4.5% | +5.3% | +1.7% |
| 30D | +9.9% | +7.5% | +2.5% | +8.6% |
| 3M | +17.5% | -4.9% | +22.4% | +18.4% |
| 6M | +33.5% | -3.5% | +36.9% | +33.9% |
| YTD | +21.6% | -11.4% | +33.0% | +23.2% |
| 1Y | +27.6% | -10.8% | +38.4% | +28.9% |
| All | +76.8% | -23.8% | +100.6% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling