-13.9%
VMC vs TAP
-19.6%
+5.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -3.1% |
| 7D | -5.3% | -5.1% | -0.2% | -4.4% |
| 30D | -12.3% | -8.4% | -3.8% | -10.9% |
| 3M | -10.3% | -3.9% | -6.3% | -9.6% |
| 6M | -8.6% | -14.4% | +5.8% | -6.8% |
| YTD | -11.9% | -14.7% | +2.9% | -9.3% |
| 1Y | -13.9% | -18.7% | +4.8% | -11.2% |
| All | -13.9% | -19.6% | +5.7% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling