+125.7%
VMC vs TAP
-46.0%
+171.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.5% |
| 7D | -1.3% | +1.3% | -2.5% | -1.7% |
| 30D | +15.5% | +5.7% | +9.7% | +13.4% |
| 3M | +0.6% | -1.9% | +2.5% | +0.9% |
| 6M | +2.1% | +0.9% | +1.1% | +1.3% |
| YTD | -1.6% | -9.5% | +7.9% | +0.6% |
| 1Y | -1.2% | -9.0% | +7.8% | +0.7% |
| 3Y | +35.3% | -22.2% | +57.6% | +42.1% |
| 5Y | +43.6% | +1.2% | +42.4% | +35.2% |
| All | +125.7% | -46.0% | +171.7% | +115.2% |
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