+1,174.9%
VSH vs TAP
+821.1%
+353.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +6.8% |
| 7D | -12.9% | +0.5% | -13.5% | -13.3% |
| 30D | -36.9% | +9.1% | -46.0% | -38.6% |
| 3M | -28.8% | -3.8% | -25.0% | -28.7% |
| 6M | -30.3% | -3.4% | -26.9% | -31.1% |
| YTD | +62.4% | -10.6% | +73.0% | +62.9% |
| 1Y | +62.5% | -4.4% | +66.9% | +60.0% |
| 3Y | +7.4% | -24.4% | +31.8% | +11.2% |
| 5Y | +25.4% | +2.1% | +23.3% | +19.1% |
| 10Y | +102.6% | -48.7% | +151.4% | +117.8% |
| All | +1,174.9% | +821.1% | +353.7% | +794.9% |
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