+3,227.9%
VMC vs TAP
+825.0%
+2,402.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -4.3% | -2.3% | -2.0% | -3.9% |
| 30D | -8.2% | -2.1% | -6.1% | -7.9% |
| 3M | -7.0% | +6.6% | -13.7% | -8.3% |
| 6M | -10.8% | -11.5% | +0.7% | -8.9% |
| YTD | -7.4% | -10.3% | +2.9% | -5.8% |
| 1Y | -9.5% | -14.4% | +4.9% | -7.3% |
| 3Y | +20.5% | -28.3% | +48.8% | +26.5% |
| 5Y | +51.6% | +1.7% | +49.9% | +47.7% |
| 10Y | +150.0% | -49.2% | +199.3% | +166.4% |
| All | +3,227.9% | +825.0% | +2,402.9% | +2,538.9% |
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