+135.2%
VGT vs TAP
-0.5%
+135.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.5% | -5.1% | +6.6% | +2.0% |
| 30D | +0.5% | -8.4% | +9.0% | +1.3% |
| 3M | +5.3% | -3.9% | +9.2% | +5.4% |
| 6M | +32.4% | -14.4% | +46.8% | +34.6% |
| YTD | +28.6% | -14.7% | +43.3% | +30.2% |
| 1Y | +37.6% | -18.7% | +56.3% | +40.4% |
| 3Y | +125.5% | -32.6% | +158.1% | +137.5% |
| 5Y | +135.2% | -1.4% | +136.6% | +124.4% |
| All | +135.2% | -0.5% | +135.7% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling