+392.5%
VNQ vs TAP
+105.5%
+287.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.3% | -2.3% | +1.1% | -0.4% |
| 30D | -2.9% | -2.1% | -0.8% | -2.3% |
| 3M | +0.8% | +6.6% | -5.8% | -2.0% |
| 6M | +2.5% | -11.5% | +14.0% | +6.7% |
| YTD | +10.6% | -10.3% | +20.9% | +14.0% |
| 1Y | +9.1% | -14.4% | +23.5% | +14.0% |
| 3Y | +31.0% | -28.3% | +59.3% | +44.3% |
| 5Y | +4.9% | +1.7% | +3.2% | -2.2% |
| 10Y | +59.5% | -49.2% | +108.7% | +84.8% |
| All | +392.5% | +105.5% | +287.0% | +203.3% |
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