+111.1%
VSH vs TAP
-46.0%
+157.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.2% | -7.4% | -5.2% |
| 7D | +14.3% | +1.3% | +13.1% | +13.8% |
| 30D | -7.9% | +5.7% | -13.6% | -10.5% |
| 3M | -19.9% | -1.9% | -17.9% | -20.5% |
| 6M | -30.5% | +0.9% | -31.5% | -32.7% |
| YTD | +85.7% | -9.5% | +95.2% | +85.7% |
| 1Y | +98.9% | -9.0% | +107.9% | +98.2% |
| 3Y | +32.1% | -22.2% | +54.3% | +37.8% |
| 5Y | +39.7% | +1.2% | +38.5% | +25.4% |
| All | +111.1% | -46.0% | +157.1% | +94.4% |
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