+34.0%
VSH vs TAP
-27.5%
+61.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +4.1% | -2.3% | +6.4% | +4.2% |
| 30D | -4.2% | -2.1% | -2.0% | -4.0% |
| 3M | -50.0% | +6.6% | -56.6% | -50.7% |
| 6M | +80.2% | -11.5% | +91.7% | +84.5% |
| YTD | +121.1% | -10.3% | +131.4% | +124.2% |
| 1Y | +112.0% | -14.4% | +126.4% | +118.2% |
| All | +34.0% | -27.5% | +61.5% | +41.3% |
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 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