+800.0%
VGT vs TAP
-49.9%
+849.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -0.2% | -3.9% | +3.7% | +0.6% |
| 30D | -0.4% | -5.3% | +4.8% | +0.5% |
| 3M | +4.4% | -3.8% | +8.2% | +4.8% |
| 6M | +32.1% | -11.4% | +43.4% | +34.4% |
| YTD | +28.8% | -13.7% | +42.5% | +31.3% |
| 1Y | +35.3% | -17.2% | +52.5% | +38.9% |
| 3Y | +124.8% | -33.1% | +157.8% | +139.9% |
| 5Y | +137.9% | +0.8% | +137.1% | +124.7% |
| All | +800.0% | -49.9% | +849.8% | +841.6% |
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 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