+116.6%
VSH vs TAP
-49.5%
+166.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.2% | +14.6% | +13.8% |
| 7D | +3.5% | -7.8% | +11.3% | +5.9% |
| 30D | -22.4% | +7.1% | -29.5% | -25.0% |
| 3M | -25.2% | -7.0% | -18.1% | -24.3% |
| 6M | -22.5% | -3.8% | -18.7% | -23.7% |
| YTD | +84.2% | -11.7% | +95.9% | +85.8% |
| 1Y | +87.1% | -10.1% | +97.2% | +86.9% |
| 3Y | +31.7% | -23.7% | +55.4% | +38.1% |
| 5Y | +42.6% | +2.9% | +39.7% | +26.7% |
| 10Y | +116.6% | -49.5% | +166.1% | +103.1% |
| All | +116.6% | -49.5% | +166.1% | +103.1% |
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