+61.8%
VNQ vs TAP
-49.9%
+111.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | -1.3% | -3.9% | +2.6% | -0.1% |
| 30D | -2.6% | -5.3% | +2.7% | -1.0% |
| 3M | -2.0% | -3.8% | +1.8% | -1.1% |
| 6M | +4.3% | -11.4% | +15.7% | +7.8% |
| YTD | +9.2% | -13.7% | +23.0% | +13.4% |
| 1Y | +5.6% | -17.2% | +22.8% | +10.8% |
| 3Y | +30.8% | -33.1% | +63.9% | +45.4% |
| 5Y | +8.0% | +0.8% | +7.2% | +2.1% |
| All | +61.8% | -49.9% | +111.7% | +66.4% |
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 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