+221.8%
VT vs TAP
-46.0%
+267.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.0% |
| 7D | +2.4% | +1.3% | +1.1% | +2.0% |
| 30D | -1.5% | +5.7% | -7.2% | -3.0% |
| 3M | -4.1% | -1.9% | -2.2% | -4.1% |
| 6M | +0.6% | +0.9% | -0.4% | -0.5% |
| YTD | +11.0% | -9.5% | +20.5% | +12.3% |
| 1Y | +13.3% | -9.0% | +22.3% | +14.3% |
| 3Y | +73.4% | -22.2% | +95.6% | +79.6% |
| 5Y | +57.4% | +1.2% | +56.2% | +48.7% |
| All | +221.8% | -46.0% | +267.8% | +216.7% |
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