+2,072.9%
VGT vs TAP
+147.7%
+1,925.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -2.5% |
| 7D | +2.5% | +1.3% | +1.2% | +2.1% |
| 30D | -9.5% | +5.7% | -15.2% | -11.3% |
| 3M | -9.5% | -1.9% | -7.6% | -9.7% |
| 6M | -1.8% | +0.9% | -2.7% | -3.3% |
| YTD | +18.4% | -9.5% | +27.9% | +19.2% |
| 1Y | +18.7% | -9.0% | +27.7% | +19.2% |
| 3Y | +103.8% | -22.2% | +126.1% | +110.0% |
| 5Y | +104.4% | +1.2% | +103.1% | +90.5% |
| 10Y | +716.9% | -46.1% | +763.0% | +777.3% |
| All | +2,072.9% | +147.7% | +1,925.3% | +1,323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling