+31.0%
VNQ vs TAP
-33.0%
+64.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -0.9% | -5.1% | +4.2% | +0.4% |
| 30D | -2.2% | -8.4% | +6.2% | -0.1% |
| 3M | -1.9% | -3.9% | +2.0% | -1.2% |
| 6M | +3.2% | -14.4% | +17.6% | +6.9% |
| YTD | +9.4% | -14.7% | +24.1% | +12.7% |
| 1Y | +7.5% | -18.7% | +26.2% | +12.2% |
| All | +31.0% | -33.0% | +64.1% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling